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 | - | - |
16/03/2018 | 3.80% | 0.25 | 0.26 | 200,000 | 200,000 | 199,824 | 200,000 | 51,602 | 53,649 | 99.77% | 99.77% |
15/03/2018 | 4.12% | 0.28 | 0.29 | 200,000 | 200,000 | 222,909 | 222,943 | 52,968 | 55,206 | 99.82% | 99.82% |
14/03/2018 | 3.36% | 0.26 | 0.27 | 200,000 | 200,000 | 181,721 | 181,766 | 53,221 | 55,052 | 99.86% | 99.86% |
13/03/2018 | 2.88% | 0.31 | 0.32 | 175,000 | 175,000 | 155,677 | 155,678 | 53,307 | 54,864 | 99.83% | 99.83% |
12/03/2018 | 3.04% | 0.35 | 0.36 | 175,000 | 175,000 | 174,233 | 174,249 | 56,380 | 58,127 | 85.88% | 85.88% |
09/03/2018 | 3.56% | 0.33 | 0.34 | 175,000 | 175,000 | 192,824 | 192,788 | 53,381 | 55,299 | 93.47% | 93.47% |
08/03/2018 | 3.83% | 0.30 | 0.31 | 175,000 | 175,000 | 202,978 | 202,989 | 51,960 | 53,993 | 94.81% | 94.81% |
07/03/2018 | 4.90% | 0.23 | 0.24 | 225,000 | 225,000 | 267,981 | 267,981 | 53,294 | 55,973 | 99.61% | 99.61% |
06/03/2018 | 4.19% | 0.22 | 0.23 | 225,000 | 225,000 | 225,767 | 225,799 | 52,764 | 55,029 | 96.98% | 96.98% |