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 | 1.30% | 0.77 | 0.78 | 150,000 | 150,000 | 149,994 | 150,000 | 114,250 | 115,755 | 100.00% | 100.00% |
15/03/2018 | 1.25% | 0.74 | 0.75 | 150,000 | 150,000 | 150,000 | 150,000 | 119,193 | 120,693 | 99.73% | 99.94% |
14/03/2018 | 1.20% | 0.84 | 0.85 | 150,000 | 150,000 | 150,000 | 150,000 | 124,122 | 125,622 | 99.53% | 100.00% |
13/03/2018 | 1.21% | 0.86 | 0.87 | 150,000 | 150,000 | 150,000 | 150,000 | 122,963 | 124,463 | 97.17% | 97.41% |
12/03/2018 | 1.24% | 0.81 | 0.82 | 150,000 | 150,000 | 150,000 | 150,000 | 120,674 | 122,174 | 99.01% | 99.91% |
09/03/2018 | 1.19% | 0.83 | 0.84 | 150,000 | 150,000 | 150,000 | 150,000 | 125,202 | 126,702 | 99.10% | 100.00% |
08/03/2018 | 1.15% | 0.84 | 0.85 | 150,000 | 150,000 | 149,941 | 149,907 | 129,627 | 131,097 | 99.33% | 99.82% |
07/03/2018 | 1.09% | 0.89 | 0.90 | 150,000 | 150,000 | 150,000 | 150,000 | 136,350 | 137,850 | 99.49% | 99.94% |
06/03/2018 | 1.16% | 0.87 | 0.88 | 150,000 | 150,000 | 149,822 | 150,000 | 128,532 | 130,186 | 99.00% | 100.00% |