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 | - | - |
02/10/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/10/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/09/2018 | 6.61% | 0.05 | 0.06 | 500,000 | 500,000 | 499,994 | 499,990 | 74,748 | 79,748 | 88.29% | 88.29% |
27/09/2018 | 5.57% | 0.21 | 0.22 | 500,000 | 500,000 | 499,998 | 499,992 | 88,263 | 93,262 | 99.25% | 99.25% |
26/09/2018 | 4.75% | 0.22 | 0.23 | 500,000 | 500,000 | 499,999 | 500,000 | 103,814 | 108,815 | 99.55% | 99.55% |
25/09/2018 | 5.06% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 499,994 | 96,890 | 101,889 | 100.00% | 100.00% |
24/09/2018 | 3.35% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 147,271 | 152,271 | 100.00% | 100.00% |
21/09/2018 | 2.45% | 0.48 | 0.49 | 500,000 | 500,000 | 500,000 | 500,000 | 202,787 | 207,787 | 100.00% | 100.00% |
20/09/2018 | 2.35% | 0.46 | 0.47 | 500,000 | 500,000 | 500,000 | 500,000 | 211,602 | 216,602 | 99.05% | 99.05% |