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 | 2.39% | 0.42 | 0.43 | 150,000 | 150,000 | 150,000 | 150,000 | 61,950 | 63,450 | 100.00% | 100.00% |
14/09/2017 | 2.36% | 0.40 | 0.41 | 150,000 | 150,000 | 149,894 | 149,887 | 62,810 | 64,306 | 99.99% | 99.99% |
13/09/2017 | 2.36% | 0.42 | 0.43 | 150,000 | 150,000 | 150,046 | 150,000 | 62,857 | 64,337 | 99.67% | 99.67% |
12/09/2017 | 2.23% | 0.43 | 0.44 | 150,000 | 150,000 | 150,000 | 150,000 | 66,438 | 67,938 | 100.00% | 100.00% |
08/09/2017 | 1.97% | 0.50 | 0.51 | 150,000 | 150,000 | 150,000 | 150,000 | 75,331 | 76,831 | 100.00% | 100.00% |
07/09/2017 | 1.90% | 0.49 | 0.50 | 150,000 | 150,000 | 149,883 | 149,847 | 78,046 | 79,525 | 99.99% | 99.99% |
05/09/2017 | 1.89% | 0.54 | 0.55 | 150,000 | 150,000 | 149,781 | 149,765 | 78,644 | 80,133 | 99.95% | 99.95% |
04/09/2017 | 1.85% | 0.54 | 0.55 | 150,000 | 150,000 | 149,882 | 149,879 | 80,500 | 81,997 | 100.00% | 100.00% |
01/09/2017 | 1.95% | 0.50 | 0.51 | 150,000 | 150,000 | 150,000 | 150,000 | 76,101 | 77,601 | 99.90% | 99.90% |