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 | 10.54% | 0.17 | 0.19 | 300,000 | 50,000 | 269,272 | 50,000 | 50,626 | 10,510 | 97.72% | 97.72% |
14/09/2017 | 9.23% | 0.22 | 0.24 | 230,000 | 50,000 | 224,932 | 50,000 | 50,488 | 12,340 | 99.95% | 99.95% |
13/09/2017 | 7.38% | 0.22 | 0.25 | 230,000 | 50,000 | 257,272 | 50,000 | 50,602 | 10,631 | 99.66% | 99.66% |
12/09/2017 | 6.28% | 0.25 | 0.27 | 200,000 | 50,000 | 199,728 | 50,000 | 51,477 | 13,735 | 100.00% | 100.00% |
11/09/2017 | 5.76% | 0.23 | 0.24 | 220,000 | 50,000 | 233,304 | 50,000 | 50,525 | 11,477 | 100.00% | 100.00% |
08/09/2017 | 6.26% | 0.21 | 0.22 | 240,000 | 50,000 | 255,433 | 50,000 | 50,505 | 10,543 | 100.00% | 100.00% |
06/09/2017 | 8.12% | 0.14 | 0.16 | 360,000 | 50,000 | 357,164 | 50,000 | 50,758 | 7,778 | 99.06% | 99.06% |
05/09/2017 | 4.62% | 0.22 | 0.24 | 230,000 | 50,000 | 197,498 | 50,000 | 50,956 | 13,643 | 99.23% | 99.23% |
04/09/2017 | 5.84% | 0.19 | 0.21 | 270,000 | 50,000 | 262,482 | 50,000 | 50,865 | 10,286 | 100.00% | 100.00% |