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 | - | - |
23/10/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/10/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/10/2018 | 35.70% | 0.01 | 0.11 | 50,000 | 50,000 | 50,000 | 50,000 | 5,266 | 6,824 | 66.58% | 66.58% |
18/10/2018 | 7.72% | 0.21 | 0.22 | 100,000 | 100,000 | 60,930 | 60,930 | 13,324 | 14,324 | 97.90% | 97.90% |
17/10/2018 | 6.98% | 0.20 | 0.21 | 100,000 | 100,000 | 60,933 | 60,933 | 14,628 | 15,628 | 97.92% | 97.92% |
16/10/2018 | 7.78% | 0.26 | 0.27 | 100,000 | 100,000 | 60,924 | 60,924 | 13,726 | 14,726 | 97.93% | 97.93% |
15/10/2018 | 9.62% | 0.23 | 0.24 | 100,000 | 100,000 | 61,323 | 61,323 | 11,354 | 12,354 | 94.47% | 94.47% |
12/10/2018 | 8.09% | 0.21 | 0.22 | 100,000 | 100,000 | 61,020 | 61,020 | 12,776 | 13,776 | 95.49% | 95.49% |
11/10/2018 | 9.74% | 0.16 | 0.17 | 100,000 | 100,000 | 60,868 | 60,868 | 10,707 | 11,707 | 96.67% | 96.67% |