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 | - | - |
20/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/01/2017 | - | 0.01 | 0.02 | 900,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 94.99% |
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 | 59.84% | 99.80% |
17/01/2017 | 42.40% | 0.01 | 0.02 | 675,000 | 675,000 | 675,000 | 675,000 | 13,097 | 19,847 | 98.06% | 98.06% |
16/01/2017 | 14.03% | 0.05 | 0.06 | 400,000 | 400,000 | 400,000 | 399,999 | 27,103 | 31,103 | 98.94% | 98.94% |
13/01/2017 | 7.82% | 0.13 | 0.14 | 650,000 | 650,000 | 650,000 | 650,000 | 80,517 | 87,017 | 96.26% | 96.26% |
12/01/2017 | 10.98% | 0.08 | 0.09 | 375,000 | 375,000 | 374,998 | 375,000 | 32,517 | 36,268 | 98.11% | 98.11% |
11/01/2017 | 5.86% | 0.18 | 0.19 | 400,000 | 400,000 | 400,000 | 399,997 | 66,638 | 70,637 | 97.60% | 97.60% |
10/01/2017 | 7.61% | 0.15 | 0.16 | 450,000 | 450,000 | 450,000 | 449,997 | 57,238 | 61,738 | 89.23% | 89.23% |