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 | - | - |
07/08/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
04/08/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/08/2017 | 8.72% | 0.05 | 0.06 | 30,000 | 10,000 | 30,000 | 10,000 | 3,293 | 1,198 | 77.00% | 77.00% |
02/08/2017 | 6.35% | 0.11 | 0.12 | 30,000 | 10,000 | 30,000 | 10,000 | 4,607 | 1,636 | 98.13% | 98.13% |
31/07/2017 | 4.87% | 0.22 | 0.23 | 30,000 | 10,000 | 30,000 | 10,000 | 6,041 | 2,114 | 84.04% | 84.04% |
28/07/2017 | 4.32% | 0.21 | 0.24 | 30,000 | 10,000 | 223,363 | 10,000 | 50,600 | 2,366 | 0.10% | 97.97% |
27/07/2017 | 5.76% | 0.23 | 0.24 | 220,000 | 10,000 | 302,667 | 10,000 | 51,021 | 1,823 | 97.46% | 97.46% |
26/07/2017 | 4.46% | 0.20 | 0.21 | 250,000 | 10,000 | 230,631 | 10,000 | 50,533 | 2,298 | 98.06% | 98.06% |
25/07/2017 | 4.09% | 0.22 | 0.23 | 230,000 | 10,000 | 209,723 | 10,000 | 50,241 | 2,504 | 88.47% | 88.47% |