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 | - | - |
08/09/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
07/09/2017 | 2.30% | 0.29 | 0.30 | 500,000 | 500,000 | 499,916 | 499,995 | 219,176 | 224,206 | 34.98% | 34.98% |
06/09/2017 | 1.37% | 0.63 | 0.64 | 500,000 | 500,000 | 499,995 | 499,985 | 376,272 | 381,264 | 97.14% | 97.14% |
04/09/2017 | 1.13% | 0.85 | 0.86 | 500,000 | 500,000 | 423,327 | 423,354 | 369,467 | 373,723 | 98.26% | 98.26% |
01/09/2017 | 1.24% | 0.73 | 0.74 | 250,000 | 250,000 | 250,000 | 249,940 | 200,759 | 203,211 | 96.90% | 96.90% |
31/08/2017 | 1.04% | 0.96 | 0.97 | 250,000 | 250,000 | 249,833 | 249,948 | 238,412 | 241,019 | 98.00% | 98.00% |
30/08/2017 | 0.91% | 1.07 | 1.08 | 250,000 | 250,000 | 250,000 | 249,952 | 273,596 | 276,042 | 98.24% | 98.24% |
29/08/2017 | 0.77% | 1.22 | 1.23 | 250,000 | 250,000 | 481,383 | 481,412 | 627,398 | 632,246 | 94.01% | 94.01% |
28/08/2017 | 1.19% | 0.81 | 0.82 | 500,000 | 500,000 | 499,987 | 500,000 | 419,383 | 424,394 | 95.97% | 95.97% |