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 | - | - |
17/03/2017 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 68.44% |
16/03/2017 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 88.94% |
15/03/2017 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/03/2017 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/03/2017 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 99.64% |
10/03/2017 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
09/03/2017 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08/03/2017 | 66.67% | 0.01 | 0.01 | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 | 1,000 | 2.08% | 100.00% |
07/03/2017 | 55.03% | 0.02 | 0.03 | 500,000 | 50,000 | 500,000 | 50,000 | 7,182 | 1,218 | 97.61% | 97.61% |