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 | - | - |
29/04/2016 | 1,20% | 74,04 | 74,79 | 60 000 | 60 000 | 702 407 | 60 000 | 515 935 | 44 715 | 100,00% | 100,00% |
28/04/2016 | 0,69% | 72,91 | 73,41 | 1 270 000 | 60 000 | 1 270 000 | 60 000 | 915 031 | 43 530 | 100,00% | 100,00% |
27/04/2016 | 0,69% | 72,36 | 72,86 | 1 270 000 | 60 000 | 1 270 000 | 60 000 | 919 681 | 43 749 | 100,00% | 100,00% |
26/04/2016 | 0,69% | 71,47 | 71,97 | 30 000 | 60 000 | 57 004 | 25 088 | 41 206 | 18 199 | 99,66% | 99,66% |
25/04/2016 | 0,69% | 71,87 | 72,37 | 60 000 | 60 000 | 60 000 | 26 677 | 43 048 | 19 280 | 100,00% | 100,00% |
22/04/2016 | 0,68% | 73,19 | 73,69 | 60 000 | 60 000 | 60 000 | 60 000 | 43 768 | 44 068 | 100,00% | 100,00% |
20/04/2016 | 0,66% | 75,34 | 75,84 | 60 000 | 60 000 | 60 000 | 60 000 | 45 026 | 45 326 | 99,42% | 99,42% |
19/04/2016 | 0,67% | 74,71 | 75,21 | 60 000 | 60 000 | 60 000 | 60 000 | 44 804 | 45 104 | 97,13% | 97,13% |
18/04/2016 | 0,67% | 74,61 | 75,11 | 60 000 | 60 000 | 60 000 | 60 000 | 44 417 | 44 717 | 100,00% | 100,00% |