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 | - | - |
27/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/01/2017 | - | 0.01 | 0.05 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/01/2017 | 3.62% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 499,980 | 144,320 | 149,316 | 98.35% | 98.35% |
24/01/2017 | 1.43% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 499,999 | 346,420 | 351,418 | 99.52% | 99.52% |
23/01/2017 | 1.44% | 0.77 | 0.78 | 499,300 | 500,000 | 500,000 | 499,998 | 345,453 | 350,452 | 94.29% | 94.29% |
20/01/2017 | 1.58% | 0.59 | 0.60 | 500,000 | 500,000 | 500,000 | 500,000 | 315,383 | 320,383 | 98.94% | 98.94% |
19/01/2017 | 1.52% | 0.68 | 0.69 | 500,000 | 500,000 | 499,993 | 500,000 | 327,772 | 332,776 | 95.15% | 95.15% |
18/01/2017 | 1.36% | 0.70 | 0.71 | 500,000 | 500,000 | 499,966 | 499,874 | 365,847 | 370,781 | 99.42% | 99.42% |
17/01/2017 | 1.21% | 0.74 | 0.75 | 500,000 | 500,000 | 499,982 | 499,628 | 416,874 | 421,607 | 97.92% | 97.92% |