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 | 10.33% | 0.12 | 0.14 | 420,000 | 100,000 | 369,123 | 100,000 | 50,708 | 15,292 | 32.06% | 32.06% |
26/04/2017 | 8.61% | 0.14 | 0.16 | 360,000 | 100,000 | 339,905 | 100,000 | 50,946 | 16,356 | 99.92% | 99.92% |
25/04/2017 | 7.18% | 0.16 | 0.17 | 320,000 | 100,000 | 335,869 | 100,000 | 51,039 | 16,340 | 100.00% | 100.00% |
24/04/2017 | 8.56% | 0.15 | 0.16 | 340,000 | 100,000 | 321,359 | 100,000 | 51,086 | 17,350 | 100.00% | 100.00% |
21/04/2017 | 5.40% | 0.20 | 0.22 | 250,000 | 100,000 | 238,432 | 100,000 | 50,605 | 22,544 | 100.00% | 100.00% |
20/04/2017 | 7.33% | 0.17 | 0.19 | 300,000 | 100,000 | 269,630 | 100,000 | 50,528 | 20,227 | 100.00% | 100.00% |
19/04/2017 | 7.53% | 0.18 | 0.19 | 280,000 | 100,000 | 261,725 | 100,000 | 50,702 | 20,994 | 100.00% | 100.00% |
18/04/2017 | 5.79% | 0.20 | 0.22 | 250,000 | 100,000 | 247,427 | 100,000 | 50,103 | 21,467 | 100.00% | 100.00% |