Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
15/09/2017 | 1.67% | 0.57 | 0.58 | 100,000 | 100,000 | 100,000 | 100,000 | 59,314 | 60,314 | 99.96% | 99.96% |
14/09/2017 | 1.58% | 0.62 | 0.63 | 100,000 | 100,000 | 100,000 | 100,000 | 62,846 | 63,846 | 99.95% | 99.95% |
13/09/2017 | 1.68% | 0.62 | 0.63 | 100,000 | 100,000 | 100,000 | 100,000 | 59,044 | 60,044 | 99.94% | 99.94% |
12/09/2017 | 1.53% | 0.64 | 0.65 | 100,000 | 100,000 | 99,739 | 99,739 | 64,600 | 65,597 | 100.00% | 100.00% |
08/09/2017 | 1.75% | 0.58 | 0.59 | 100,000 | 100,000 | 146,945 | 146,945 | 82,837 | 84,306 | 99.87% | 99.87% |
07/09/2017 | 1.96% | 0.55 | 0.56 | 250,000 | 250,000 | 250,000 | 250,000 | 126,612 | 129,112 | 97.69% | 97.69% |
06/09/2017 | 2.20% | 0.45 | 0.46 | 250,000 | 250,000 | 250,000 | 250,000 | 112,498 | 114,998 | 99.49% | 99.49% |
05/09/2017 | 1.62% | 0.57 | 0.58 | 250,000 | 250,000 | 250,000 | 250,000 | 153,378 | 155,878 | 98.82% | 98.82% |
04/09/2017 | 1.90% | 0.53 | 0.54 | 250,000 | 250,000 | 250,000 | 250,000 | 130,130 | 132,630 | 83.26% | 83.26% |