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 | 2.54% | 0.37 | 0.38 | 150,000 | 150,000 | 141,544 | 141,549 | 55,042 | 56,459 | 99.97% | 99.97% |
14/09/2017 | 2.33% | 0.42 | 0.43 | 125,000 | 125,000 | 125,000 | 125,000 | 53,121 | 54,371 | 99.94% | 99.94% |
13/09/2017 | 2.56% | 0.42 | 0.43 | 125,000 | 125,000 | 144,435 | 144,435 | 55,673 | 57,118 | 99.98% | 99.98% |
12/09/2017 | 2.22% | 0.44 | 0.45 | 125,000 | 125,000 | 125,000 | 125,000 | 55,587 | 56,837 | 100.00% | 100.00% |
11/09/2017 | 2.51% | 0.41 | 0.42 | 125,000 | 125,000 | 141,777 | 141,775 | 55,707 | 57,124 | 99.96% | 99.96% |
08/09/2017 | 2.69% | 0.38 | 0.39 | 150,000 | 150,000 | 181,296 | 181,296 | 66,465 | 68,278 | 99.86% | 99.86% |
07/09/2017 | 3.13% | 0.35 | 0.36 | 250,000 | 250,000 | 250,000 | 250,000 | 78,820 | 81,320 | 99.65% | 99.65% |
06/09/2017 | 3.70% | 0.27 | 0.28 | 250,000 | 250,000 | 250,000 | 250,000 | 66,658 | 69,158 | 99.91% | 99.91% |
05/09/2017 | 2.37% | 0.38 | 0.39 | 250,000 | 250,000 | 250,000 | 250,000 | 104,840 | 107,340 | 97.36% | 97.36% |