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 | 4.57% | 0.24 | 0.26 | 210,000 | 50,000 | 203,762 | 50,000 | 50,603 | 13,020 | 99.92% | 99.92% |
25/04/2017 | 3.97% | 0.31 | 0.32 | 170,000 | 50,000 | 175,900 | 50,000 | 51,443 | 15,259 | 100.00% | 100.00% |
24/04/2017 | 3.45% | 0.31 | 0.32 | 170,000 | 50,000 | 167,237 | 50,000 | 51,747 | 16,028 | 100.00% | 100.00% |
21/04/2017 | 3.87% | 0.35 | 0.37 | 150,000 | 50,000 | 167,889 | 50,000 | 52,025 | 16,187 | 100.00% | 100.00% |
20/04/2017 | 3.33% | 0.31 | 0.32 | 170,000 | 50,000 | 166,825 | 50,000 | 51,775 | 16,068 | 100.00% | 100.00% |
19/04/2017 | 2.88% | 0.33 | 0.34 | 160,000 | 50,000 | 141,538 | 50,000 | 51,697 | 18,806 | 100.00% | 100.00% |
18/04/2017 | 3.37% | 0.39 | 0.40 | 130,000 | 50,000 | 141,018 | 50,000 | 52,064 | 19,160 | 100.00% | 100.00% |