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 | - | - |
28/04/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/04/2017 | 12.17% | 0.08 | 0.09 | 500,000 | 100,000 | 489,440 | 100,000 | 46,029 | 10,644 | 75.53% | 75.53% |
26/04/2017 | 8.69% | 0.10 | 0.11 | 500,000 | 100,000 | 390,709 | 100,000 | 50,542 | 14,230 | 99.92% | 99.92% |
25/04/2017 | 7.92% | 0.12 | 0.13 | 420,000 | 100,000 | 414,878 | 100,000 | 50,538 | 13,254 | 99.94% | 99.94% |
24/04/2017 | 6.25% | 0.22 | 0.23 | 230,000 | 100,000 | 244,046 | 100,000 | 50,296 | 21,973 | 100.00% | 100.00% |
21/04/2017 | 4.51% | 0.24 | 0.25 | 210,000 | 100,000 | 213,883 | 100,000 | 50,470 | 24,700 | 100.00% | 100.00% |
20/04/2017 | 5.45% | 0.25 | 0.26 | 200,000 | 100,000 | 212,344 | 100,000 | 50,415 | 25,101 | 100.00% | 100.00% |
19/04/2017 | 3.55% | 0.27 | 0.28 | 200,000 | 100,000 | 200,000 | 100,000 | 55,364 | 28,682 | 99.66% | 100.00% |
18/04/2017 | 4.68% | 0.27 | 0.28 | 200,000 | 100,000 | 203,351 | 100,000 | 50,860 | 26,240 | 100.00% | 100.00% |