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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/09/2017 | 3.91% | 0.27 | 0.30 | 500,000 | 500,000 | 500,000 | 500,000 | 155,572 | 161,676 | 98.77% | 98.77% |
13/09/2017 | 3.04% | 0.32 | 0.33 | 500,000 | 500,000 | 499,967 | 500,000 | 162,899 | 167,911 | 99.91% | 99.91% |
12/09/2017 | 2.82% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 499,998 | 175,326 | 180,325 | 99.54% | 99.54% |
11/09/2017 | 2.03% | 0.47 | 0.48 | 500,000 | 500,000 | 499,829 | 499,550 | 243,756 | 248,618 | 99.50% | 99.50% |
08/09/2017 | 1.59% | 0.61 | 0.62 | 500,000 | 500,000 | 500,000 | 500,000 | 312,178 | 317,178 | 99.62% | 99.62% |
07/09/2017 | 1.48% | 0.59 | 0.60 | 500,000 | 500,000 | 500,000 | 500,000 | 337,453 | 342,453 | 99.59% | 99.59% |
06/09/2017 | 1.32% | 0.71 | 0.72 | 500,000 | 500,000 | 500,000 | 500,000 | 378,472 | 383,472 | 99.73% | 99.73% |
05/09/2017 | 1.57% | 0.67 | 0.68 | 500,000 | 500,000 | 498,991 | 499,826 | 316,053 | 321,629 | 100.00% | 100.00% |