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 | - | - |
15/09/2017 | 14,74% | 0,13 | 0,15 | 300 000 | 100 000 | 300 000 | 100 000 | 37 755 | 14 585 | 100,00% | 100,00% |
14/09/2017 | 12,00% | 0,14 | 0,16 | 300 000 | 100 000 | 300 000 | 100 000 | 47 168 | 17 723 | 99,81% | 99,81% |
13/09/2017 | 12,49% | 0,16 | 0,18 | 300 000 | 100 000 | 300 000 | 100 000 | 45 155 | 17 052 | 99,85% | 99,85% |
12/09/2017 | 12,75% | 0,14 | 0,16 | 300 000 | 100 000 | 300 000 | 100 000 | 44 106 | 16 702 | 100,00% | 100,00% |
11/09/2017 | 12,33% | 0,15 | 0,17 | 300 000 | 100 000 | 300 000 | 100 000 | 45 722 | 17 241 | 99,60% | 99,60% |
08/09/2017 | 12,03% | 0,15 | 0,17 | 450 000 | 150 000 | 325 146 | 108 382 | 50 673 | 19 059 | 100,00% | 100,00% |
07/09/2017 | 13,41% | 0,14 | 0,16 | 450 000 | 150 000 | 450 000 | 150 000 | 62 665 | 23 888 | 99,87% | 99,87% |
06/09/2017 | 13,09% | 0,12 | 0,14 | 450 000 | 150 000 | 450 000 | 150 000 | 64 579 | 24 526 | 100,00% | 100,00% |
05/09/2017 | 11,69% | 0,15 | 0,17 | 450 000 | 150 000 | 355 429 | 118 476 | 57 093 | 21 400 | 99,68% | 99,68% |