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 | 18.11% | 0.04 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 31,988 | 3,835 | 9.35% | 9.35% |
26/04/2017 | 12.83% | 0.08 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 39,018 | 4,434 | 99.92% | 99.92% |
25/04/2017 | 12.44% | 0.08 | 0.10 | 500,000 | 50,000 | 491,285 | 50,000 | 43,204 | 5,011 | 100.00% | 100.00% |
24/04/2017 | 6.42% | 0.16 | 0.17 | 320,000 | 50,000 | 325,506 | 50,000 | 51,068 | 8,387 | 100.00% | 100.00% |
21/04/2017 | 6.66% | 0.17 | 0.19 | 300,000 | 50,000 | 321,933 | 50,000 | 50,876 | 8,513 | 100.00% | 100.00% |
20/04/2017 | 6.76% | 0.14 | 0.15 | 360,000 | 50,000 | 338,381 | 50,000 | 50,841 | 8,067 | 100.00% | 100.00% |
19/04/2017 | 7.52% | 0.16 | 0.17 | 320,000 | 50,000 | 339,695 | 50,000 | 50,668 | 8,291 | 100.00% | 100.00% |
18/04/2017 | 7.12% | 0.19 | 0.20 | 270,000 | 50,000 | 310,932 | 50,000 | 50,950 | 8,883 | 100.00% | 100.00% |