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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/09/2017 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.01% |
13/09/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 36.93% | 99.52% |
12/09/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 99.06% | 99.06% |
11/09/2017 | 30.84% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 29,013 | 39,013 | 99.12% | 99.12% |
08/09/2017 | 7.81% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 999,999 | 999,993 | 123,657 | 133,656 | 94.50% | 94.50% |
07/09/2017 | 7.14% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 999,999 | 999,998 | 138,318 | 148,318 | 96.82% | 96.82% |
06/09/2017 | 3.36% | 0.24 | 0.25 | 810,000 | 810,000 | 809,996 | 809,998 | 250,997 | 259,098 | 97.75% | 97.75% |
05/09/2017 | 3.43% | 0.36 | 0.37 | 800,000 | 800,000 | 799,653 | 799,911 | 231,858 | 239,943 | 98.00% | 98.00% |