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 | 34.14% | 0.01 | 0.02 | 1,000,000 | 250,000 | 974,289 | 254,135 | 25,337 | 9,170 | 87.52% | 100.00% |
14/09/2017 | 15.70% | 0.05 | 0.06 | 1,000,000 | 500,000 | 867,318 | 437,053 | 50,964 | 30,093 | 99.82% | 99.82% |
13/09/2017 | 18.56% | 0.07 | 0.08 | 850,000 | 425,000 | 971,418 | 431,043 | 48,082 | 26,096 | 99.96% | 99.96% |
12/09/2017 | 10.58% | 0.08 | 0.09 | 575,000 | 300,000 | 573,999 | 324,192 | 51,418 | 32,529 | 100.00% | 100.00% |
11/09/2017 | 13.28% | 0.08 | 0.09 | 725,000 | 375,000 | 724,030 | 374,253 | 50,957 | 30,086 | 100.00% | 100.00% |
08/09/2017 | 13.28% | 0.07 | 0.08 | 625,000 | 325,000 | 561,491 | 328,540 | 39,975 | 26,540 | 99.98% | 99.98% |
07/09/2017 | 17.09% | 0.07 | 0.08 | 250,000 | 250,000 | 250,000 | 250,000 | 13,524 | 16,024 | 100.00% | 100.00% |
06/09/2017 | 22.00% | 0.04 | 0.05 | 250,000 | 250,000 | 250,000 | 250,000 | 10,310 | 12,810 | 99.98% | 99.98% |
05/09/2017 | 8.82% | 0.09 | 0.10 | 250,000 | 250,000 | 250,000 | 250,000 | 27,932 | 30,432 | 99.97% | 99.97% |