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 | - | - |
26/03/2018 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23/03/2018 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
22/03/2018 | 49.62% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 15,189 | 25,189 | 100.00% | 100.00% |
21/03/2018 | 25.71% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 35,509 | 45,509 | 99.97% | 99.97% |
20/03/2018 | 16.08% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 57,796 | 67,796 | 100.00% | 100.00% |
19/03/2018 | 14.77% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,506 | 73,506 | 100.00% | 100.00% |
16/03/2018 | 14.09% | 0.07 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 67,524 | 77,524 | 99.98% | 99.98% |
15/03/2018 | 15.02% | 0.07 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 62,225 | 72,225 | 100.00% | 100.00% |
14/03/2018 | 15.17% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 61,070 | 71,070 | 100.00% | 100.00% |