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 | - | - |
16/03/2018 | 12.71% | 0.13 | 0.15 | 390,000 | 50,000 | 344,717 | 50,000 | 50,783 | 8,420 | 100.00% | 100.00% |
15/03/2018 | 10.55% | 0.20 | 0.22 | 250,000 | 50,000 | 282,603 | 50,000 | 50,737 | 10,024 | 100.00% | 100.00% |
14/03/2018 | 10.66% | 0.17 | 0.19 | 300,000 | 50,000 | 286,564 | 50,000 | 50,861 | 9,936 | 100.00% | 100.00% |
13/03/2018 | 10.27% | 0.13 | 0.15 | 390,000 | 50,000 | 274,450 | 50,000 | 50,610 | 10,385 | 99.62% | 99.62% |
12/03/2018 | 6.07% | 0.17 | 0.18 | 300,000 | 50,000 | 302,443 | 50,000 | 50,939 | 8,969 | 94.70% | 94.70% |
09/03/2018 | 6.85% | 0.17 | 0.18 | 300,000 | 50,000 | 359,627 | 50,000 | 50,742 | 7,591 | 99.37% | 99.37% |
08/03/2018 | 9.05% | 0.13 | 0.14 | 390,000 | 50,000 | 473,234 | 50,000 | 49,957 | 5,806 | 99.88% | 99.88% |
07/03/2018 | 12.38% | 0.08 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 38,155 | 4,315 | 100.00% | 100.00% |
06/03/2018 | 11.32% | 0.07 | 0.08 | 500,000 | 50,000 | 499,013 | 50,000 | 42,185 | 4,729 | 98.33% | 98.33% |