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 | - | - |
24/07/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/07/2017 | 13.81% | 0.06 | 0.07 | 300,000 | 300,000 | 300,000 | 300,000 | 20,304 | 23,304 | 37.19% | 37.19% |
20/07/2017 | 9.82% | 0.07 | 0.08 | 300,000 | 300,000 | 300,000 | 300,000 | 29,424 | 32,424 | 100.00% | 100.00% |
19/07/2017 | 10.59% | 0.09 | 0.10 | 300,000 | 300,000 | 300,000 | 300,000 | 26,921 | 29,921 | 100.00% | 100.00% |
18/07/2017 | 11.43% | 0.08 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 24,814 | 27,814 | 99.09% | 99.09% |
17/07/2017 | 9.92% | 0.10 | 0.11 | 300,000 | 300,000 | 300,000 | 300,000 | 28,907 | 31,907 | 100.00% | 100.00% |
14/07/2017 | 7.45% | 0.12 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 39,159 | 42,159 | 100.00% | 100.00% |
13/07/2017 | 6.05% | 0.15 | 0.16 | 300,000 | 300,000 | 300,000 | 300,000 | 48,074 | 51,074 | 99.77% | 99.77% |
12/07/2017 | 5.42% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 54,073 | 57,073 | 98.92% | 98.92% |