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 | - | - |
17/03/2017 | 1,61% | 1,92 | 1,95 | 50 000 | 50 000 | 50 000 | 50 000 | 92 696 | 94 196 | 100,00% | 100,00% |
16/03/2017 | 1,62% | 1,80 | 1,83 | 50 000 | 50 000 | 50 000 | 50 000 | 91 705 | 93 205 | 99,51% | 99,51% |
15/03/2017 | 1,79% | 1,66 | 1,69 | 50 000 | 50 000 | 50 000 | 50 000 | 82 995 | 84 495 | 100,00% | 100,00% |
14/03/2017 | 1,82% | 1,59 | 1,62 | 50 000 | 50 000 | 50 000 | 50 000 | 81 668 | 83 168 | 100,00% | 100,00% |
13/03/2017 | 1,74% | 1,72 | 1,75 | 50 000 | 50 000 | 50 000 | 50 000 | 85 536 | 87 036 | 98,93% | 98,93% |
10/03/2017 | 1,66% | 1,73 | 1,76 | 50 000 | 50 000 | 50 000 | 50 000 | 89 677 | 91 177 | 100,00% | 100,00% |
09/03/2017 | 1,87% | 1,67 | 1,70 | 50 000 | 50 000 | 50 000 | 50 000 | 79 461 | 80 961 | 100,00% | 100,00% |
08/03/2017 | 1,90% | 1,59 | 1,62 | 50 000 | 50 000 | 50 000 | 50 000 | 78 305 | 79 805 | 99,55% | 99,55% |
07/03/2017 | 1,93% | 1,52 | 1,55 | 50 000 | 50 000 | 50 000 | 50 000 | 77 018 | 78 518 | 94,65% | 94,65% |