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 | - | - |
24/10/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2018 | 4.17% | 0.17 | 0.18 | 50,000 | 42,000 | 299,961 | 31,297 | 71,408 | 7,724 | 17.98% | 88.10% |
22/10/2018 | 1.66% | 0.52 | 0.53 | 300,000 | 28,000 | 300,000 | 28,000 | 180,814 | 17,156 | 100.00% | 100.00% |
19/10/2018 | 1.79% | 0.58 | 0.59 | 300,000 | 28,000 | 300,000 | 28,000 | 166,955 | 15,863 | 100.00% | 100.00% |
18/10/2018 | 1.33% | 0.64 | 0.65 | 300,000 | 28,000 | 300,000 | 30,369 | 224,216 | 23,060 | 100.00% | 100.00% |
17/10/2018 | 1.32% | 0.74 | 0.75 | 300,000 | 32,000 | 300,000 | 27,197 | 226,487 | 20,773 | 100.00% | 100.00% |
16/10/2018 | 1.42% | 0.82 | 0.83 | 300,000 | 26,445 | 300,000 | 26,445 | 210,824 | 18,849 | 100.00% | 100.00% |
15/10/2018 | 1.83% | 0.60 | 0.61 | 300,000 | 26,445 | 300,000 | 26,445 | 163,736 | 14,698 | 100.00% | 100.00% |
12/10/2018 | 1.62% | 0.55 | 0.56 | 300,000 | 26,445 | 299,998 | 23,914 | 184,515 | 14,972 | 100.00% | 100.00% |