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 | - | - |
24/07/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/07/2017 | 6.88% | 0.13 | 0.14 | 390,000 | 100,000 | 360,127 | 100,000 | 50,559 | 15,065 | 13.50% | 13.50% |
20/07/2017 | 5.32% | 0.20 | 0.21 | 250,000 | 100,000 | 276,695 | 100,000 | 50,643 | 19,352 | 100.00% | 100.00% |
19/07/2017 | 5.76% | 0.19 | 0.20 | 270,000 | 100,000 | 250,682 | 100,000 | 50,316 | 21,287 | 97.75% | 97.75% |
18/07/2017 | 5.91% | 0.22 | 0.24 | 230,000 | 100,000 | 255,596 | 100,000 | 50,529 | 21,153 | 100.00% | 100.00% |
17/07/2017 | 5.07% | 0.17 | 0.18 | 300,000 | 100,000 | 263,222 | 100,000 | 50,679 | 20,326 | 100.00% | 100.00% |
14/07/2017 | 6.25% | 0.20 | 0.22 | 250,000 | 100,000 | 257,298 | 100,000 | 50,622 | 21,040 | 100.00% | 100.00% |
13/07/2017 | 5.45% | 0.18 | 0.19 | 280,000 | 100,000 | 282,381 | 100,000 | 50,637 | 18,955 | 100.00% | 100.00% |
12/07/2017 | 5.04% | 0.20 | 0.21 | 250,000 | 100,000 | 261,453 | 100,000 | 50,730 | 20,462 | 100.00% | 100.00% |