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 | 5.06% | 0.17 | 0.18 | 300,000 | 300,000 | 270,591 | 270,591 | 52,125 | 54,831 | 99.93% | 99.93% |
14/09/2017 | 4.28% | 0.22 | 0.23 | 250,000 | 250,000 | 232,304 | 232,304 | 53,057 | 55,380 | 99.94% | 99.94% |
13/09/2017 | 5.00% | 0.23 | 0.24 | 250,000 | 250,000 | 268,661 | 268,661 | 52,402 | 55,089 | 99.98% | 99.98% |
12/09/2017 | 3.86% | 0.25 | 0.26 | 200,000 | 200,000 | 203,272 | 203,273 | 51,639 | 53,672 | 100.00% | 100.00% |
11/09/2017 | 4.68% | 0.22 | 0.23 | 250,000 | 250,000 | 250,000 | 250,000 | 52,170 | 54,670 | 100.00% | 100.00% |
08/09/2017 | 5.06% | 0.20 | 0.21 | 250,000 | 250,000 | 262,502 | 262,502 | 50,579 | 53,204 | 99.96% | 99.96% |
07/09/2017 | 6.27% | 0.18 | 0.19 | 250,000 | 250,000 | 250,000 | 250,000 | 38,915 | 41,415 | 99.96% | 99.96% |
06/09/2017 | 7.88% | 0.12 | 0.13 | 250,000 | 250,000 | 249,975 | 249,978 | 30,878 | 33,378 | 99.93% | 99.93% |
05/09/2017 | 4.02% | 0.21 | 0.22 | 250,000 | 250,000 | 250,000 | 250,000 | 61,736 | 64,236 | 99.90% | 99.90% |