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 | - | - |
24/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/10/2017 | 14.81% | 0.05 | 0.06 | 300,000 | 300,000 | 494,789 | 300,000 | 37,921 | 26,721 | 90.22% | 90.22% |
19/10/2017 | 6.17% | 0.16 | 0.17 | 320,000 | 300,000 | 301,738 | 300,000 | 60,858 | 64,400 | 81.78% | 81.78% |
18/10/2017 | 4.02% | 0.26 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 82,772 | 86,161 | 100.00% | 100.00% |
17/10/2017 | 3.53% | 0.30 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 83,764 | 86,766 | 100.00% | 100.00% |
16/10/2017 | 3.93% | 0.24 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 75,024 | 78,029 | 99.94% | 99.94% |
13/10/2017 | 4.28% | 0.27 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 80,426 | 83,940 | 100.00% | 100.00% |
12/10/2017 | 4.09% | 0.28 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 83,574 | 87,064 | 100.00% | 100.00% |