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 | - | - |
26/04/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/04/2017 | 22.74% | 0.03 | 0.04 | 500,000 | 500,000 | 486,216 | 499,997 | 19,484 | 25,173 | 2.69% | 2.69% |
24/04/2017 | 4.66% | 0.18 | 0.19 | 500,000 | 500,000 | 498,771 | 499,662 | 106,584 | 111,791 | 100.00% | 100.00% |
21/04/2017 | 1.93% | 0.56 | 0.59 | 500,000 | 50,000 | 500,000 | 365,815 | 267,844 | 201,015 | 100.00% | 100.00% |
20/04/2017 | 1.88% | 0.53 | 0.54 | 500,000 | 500,000 | 500,000 | 499,892 | 263,701 | 268,643 | 94.23% | 99.46% |
19/04/2017 | 1.59% | 0.62 | 0.63 | 500,000 | 500,000 | 500,000 | 500,000 | 311,129 | 316,129 | 99.11% | 99.11% |
18/04/2017 | 1.95% | 0.59 | 0.60 | 500,000 | 500,000 | 499,999 | 500,000 | 256,097 | 261,098 | 100.00% | 100.00% |
13/04/2017 | 2.66% | 0.37 | 0.38 | 491,900 | 500,000 | 499,519 | 499,999 | 185,516 | 190,689 | 100.00% | 100.00% |
12/04/2017 | 3.60% | 0.28 | 0.29 | 500,000 | 500,000 | 499,975 | 500,000 | 137,867 | 142,872 | 100.00% | 100.00% |