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 | 1.36% | 0.73 | 0.74 | 150,000 | 150,000 | 150,000 | 150,000 | 109,953 | 111,453 | 99.97% | 99.97% |
15/03/2018 | 1.42% | 0.76 | 0.77 | 150,000 | 150,000 | 150,011 | 150,000 | 105,065 | 106,557 | 99.77% | 100.00% |
14/03/2018 | 1.49% | 0.65 | 0.66 | 150,000 | 150,000 | 150,000 | 150,000 | 100,154 | 101,654 | 99.55% | 100.00% |
13/03/2018 | 1.47% | 0.64 | 0.65 | 150,000 | 150,000 | 150,000 | 150,000 | 101,112 | 102,612 | 96.96% | 97.41% |
12/03/2018 | 1.44% | 0.69 | 0.70 | 150,000 | 150,000 | 150,000 | 150,000 | 103,659 | 105,159 | 99.24% | 99.91% |
09/03/2018 | 1.50% | 0.66 | 0.67 | 150,000 | 150,000 | 150,000 | 150,000 | 99,250 | 100,750 | 98.54% | 99.94% |
08/03/2018 | 1.57% | 0.65 | 0.66 | 150,000 | 150,000 | 149,709 | 149,696 | 94,604 | 96,092 | 99.20% | 99.92% |
07/03/2018 | 1.69% | 0.61 | 0.62 | 150,000 | 150,000 | 150,000 | 150,000 | 88,022 | 89,522 | 99.61% | 99.86% |
06/03/2018 | 1.56% | 0.63 | 0.64 | 150,000 | 150,000 | 149,984 | 150,000 | 95,571 | 97,081 | 99.89% | 99.94% |