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 | - | - |
19/01/2017 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/01/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 0.73% | 99.94% |
17/01/2017 | 36.12% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 999,932 | 999,909 | 23,453 | 33,452 | 99.51% | 99.51% |
16/01/2017 | 12.72% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 999,947 | 74,965 | 84,960 | 100.00% | 100.00% |
13/01/2017 | 7.69% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 999,986 | 1,000,000 | 126,040 | 136,042 | 99.96% | 99.96% |
12/01/2017 | 10.79% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 999,982 | 88,311 | 98,309 | 99.95% | 99.95% |
11/01/2017 | 5.60% | 0.19 | 0.20 | 1,000,000 | 1,000,000 | 999,992 | 1,000,000 | 174,374 | 184,376 | 99.91% | 99.91% |
10/01/2017 | 7.19% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 999,992 | 134,925 | 144,924 | 99.99% | 99.99% |
09/01/2017 | 7.23% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 133,772 | 143,772 | 98.10% | 98.10% |