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 | - | - |
28/04/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/04/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/04/2017 | 10.03% | 0.18 | 0.20 | 280,000 | 25,000 | 267,455 | 25,000 | 50,634 | 5,242 | 99.92% | 99.92% |
25/04/2017 | 8.77% | 0.21 | 0.23 | 240,000 | 25,000 | 230,979 | 25,000 | 50,387 | 5,976 | 100.00% | 100.00% |
24/04/2017 | 7.78% | 0.23 | 0.25 | 220,000 | 25,000 | 205,732 | 25,000 | 50,845 | 6,729 | 100.00% | 100.00% |
21/04/2017 | 5.98% | 0.33 | 0.35 | 160,000 | 25,000 | 160,310 | 25,000 | 52,007 | 8,613 | 100.00% | 100.00% |
20/04/2017 | 5.68% | 0.35 | 0.37 | 150,000 | 25,000 | 151,198 | 25,000 | 51,751 | 9,061 | 100.00% | 100.00% |
19/04/2017 | 5.48% | 0.36 | 0.38 | 140,000 | 25,000 | 144,784 | 25,000 | 51,362 | 9,375 | 100.00% | 100.00% |
18/04/2017 | 5.34% | 0.37 | 0.39 | 140,000 | 25,000 | 141,987 | 25,000 | 51,777 | 9,625 | 100.00% | 100.00% |