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 | - | - |
24/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/10/2017 | 11.12% | 0.08 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 25,673 | 28,673 | 99.97% | 99.97% |
19/10/2017 | 6.37% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 45,872 | 48,872 | 100.00% | 100.00% |
18/10/2017 | 7.01% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 41,671 | 44,671 | 99.77% | 99.77% |
17/10/2017 | 5.31% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 55,131 | 58,131 | 99.15% | 99.15% |
16/10/2017 | 4.34% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 67,707 | 70,707 | 100.00% | 100.00% |
13/10/2017 | 4.68% | 0.22 | 0.23 | 300,000 | 300,000 | 300,000 | 300,000 | 62,789 | 65,789 | 99.86% | 99.86% |
12/10/2017 | 5.32% | 0.18 | 0.19 | 300,000 | 300,000 | 300,000 | 300,000 | 54,928 | 57,928 | 99.65% | 99.65% |