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 | - | - |
26/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
25/01/2017 | 2,21% | 0,41 | 0,41 | 100 000 | 37 480 | 100 000 | 37 276 | 44 716 | 17 037 | 78,15% | 92,47% |
24/01/2017 | 1,55% | 0,61 | 0,62 | 100 000 | 33 480 | 100 000 | 33 480 | 64 196 | 21 828 | 99,83% | 99,83% |
23/01/2017 | 1,52% | 0,71 | 0,72 | 100 000 | 33 480 | 100 000 | 33 487 | 65 521 | 22 276 | 97,70% | 97,70% |
20/01/2017 | 1,62% | 0,58 | 0,59 | 100 000 | 35 480 | 100 000 | 35 480 | 61 326 | 22 113 | 99,85% | 99,85% |
19/01/2017 | 1,56% | 0,66 | 0,67 | 100 000 | 35 480 | 100 000 | 35 480 | 63 625 | 22 929 | 97,53% | 97,53% |
18/01/2017 | 1,57% | 0,65 | 0,66 | 100 000 | 35 480 | 100 000 | 35 480 | 63 384 | 22 843 | 99,63% | 99,63% |
17/01/2017 | 1,52% | 0,65 | 0,66 | 100 000 | 35 480 | 100 000 | 35 480 | 65 259 | 23 509 | 100,00% | 100,00% |
16/01/2017 | 1,60% | 0,63 | 0,64 | 100 000 | 35 480 | 100 000 | 35 480 | 61 977 | 22 344 | 100,00% | 100,00% |