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 | - | - |
17/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
16/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
13/01/2017 | 11,34% | 0,05 | 0,06 | 750 000 | 750 000 | 750 000 | 749 298 | 67 215 | 74 638 | 97,84% | 97,84% |
12/01/2017 | 7,63% | 0,19 | 0,20 | 750 000 | 750 000 | 749 939 | 748 660 | 96 692 | 104 027 | 98,75% | 98,75% |
11/01/2017 | 8,02% | 0,11 | 0,12 | 750 000 | 750 000 | 750 000 | 750 000 | 90 132 | 97 632 | 100,00% | 100,00% |
10/01/2017 | 6,84% | 0,12 | 0,13 | 750 000 | 750 000 | 749 625 | 750 000 | 106 084 | 113 636 | 93,55% | 93,55% |
09/01/2017 | 5,73% | 0,15 | 0,16 | 750 000 | 750 000 | 750 000 | 750 000 | 127 565 | 135 065 | 100,00% | 100,00% |
06/01/2017 | 3,86% | 0,21 | 0,22 | 750 000 | 750 000 | 750 000 | 749 994 | 190 974 | 198 473 | 98,38% | 98,38% |
05/01/2017 | 3,07% | 0,30 | 0,31 | 750 000 | 750 000 | 749 999 | 749 766 | 241 734 | 249 166 | 99,77% | 99,77% |