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 | - | 0.06 | 0.07 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/07/2017 | 12.83% | 0.07 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 36,737 | 41,737 | 99.96% | 99.96% |
19/07/2017 | 6.85% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 70,665 | 75,665 | 100.00% | 100.00% |
18/07/2017 | 6.62% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 73,428 | 78,428 | 99.99% | 99.99% |
17/07/2017 | 5.90% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 82,360 | 87,360 | 99.99% | 99.99% |
14/07/2017 | 6.18% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 78,509 | 83,509 | 99.99% | 99.99% |
13/07/2017 | 5.35% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 91,068 | 96,068 | 100.00% | 100.00% |
12/07/2017 | 6.14% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 79,339 | 84,339 | 99.99% | 99.99% |