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 | - | - |
02/05/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/04/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/04/2017 | 21.40% | 0.01 | 0.07 | 500,000 | 500,000 | 498,597 | 497,474 | 47,487 | 54,351 | 95.32% | 95.32% |
26/04/2017 | 5.47% | 0.08 | 0.09 | 440,000 | 500,000 | 499,509 | 488,178 | 94,238 | 96,860 | 100.00% | 100.00% |
25/04/2017 | 3.43% | 0.22 | 0.23 | 500,000 | 500,000 | 499,844 | 499,748 | 144,546 | 149,512 | 99.70% | 99.70% |
24/04/2017 | 2.08% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 238,977 | 243,977 | 100.00% | 100.00% |
21/04/2017 | 1.37% | 0.77 | 0.80 | 500,000 | 50,000 | 500,000 | 369,038 | 379,622 | 285,380 | 100.00% | 100.00% |
20/04/2017 | 1.32% | 0.76 | 0.77 | 500,000 | 500,000 | 500,000 | 500,000 | 376,238 | 381,238 | 94.04% | 99.31% |
19/04/2017 | 1.18% | 0.84 | 0.85 | 500,000 | 500,000 | 500,000 | 500,000 | 421,463 | 426,463 | 98.45% | 98.45% |