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 | - | - |
15/09/2017 | 23.56% | 0.08 | 0.10 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 75,271 | 38,108 | 99.98% | 99.98% |
14/09/2017 | 19.60% | 0.10 | 0.12 | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 92,722 | 45,089 | 100.00% | 100.00% |
13/09/2017 | 22.59% | 0.08 | 0.10 | 1,000,000 | 400,000 | 999,657 | 406,487 | 78,997 | 40,195 | 100.00% | 100.00% |
12/09/2017 | 29.09% | 0.06 | 0.08 | 1,000,000 | 500,000 | 999,953 | 514,858 | 58,228 | 39,677 | 100.00% | 100.00% |
11/09/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 10,000 | 15,000 | 99.77% | 99.92% |
08/09/2017 | 66.67% | 0.01 | 0.01 | 1,000,000 | 750,000 | 996,270 | 750,000 | 9,963 | 15,000 | 3.24% | 99.97% |
07/09/2017 | 66.67% | 0.01 | 0.01 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 10,000 | 15,000 | 0.62% | 99.67% |
05/09/2017 | 66.67% | 0.01 | 0.01 | 1,000,000 | 750,000 | 999,849 | 750,000 | 9,998 | 15,000 | 89.64% | 100.00% |
04/09/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 750,000 | 1,000,000 | 750,000 | 10,000 | 15,000 | 100.00% | 100.00% |