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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 94.97% |
18/01/2017 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 92.14% |
17/01/2017 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.94% |
16/01/2017 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.48% |
13/01/2017 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.29% |
12/01/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,860 | 1,000,000 | 9,999 | 20,000 | 93.91% | 98.15% |
11/01/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,993 | 1,000,000 | 10,000 | 20,000 | 99.44% | 99.44% |
10/01/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,971 | 1,000,000 | 10,000 | 20,000 | 90.98% | 90.98% |