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 | - | - |
02/05/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/04/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/04/2017 | 15.39% | 0.08 | 0.09 | 500,000 | 50,000 | 478,560 | 50,000 | 48,923 | 5,979 | 94.10% | 94.10% |
26/04/2017 | 10.87% | 0.12 | 0.14 | 420,000 | 50,000 | 406,923 | 50,000 | 50,531 | 6,931 | 99.92% | 99.92% |
25/04/2017 | 10.15% | 0.13 | 0.15 | 390,000 | 50,000 | 358,275 | 50,000 | 50,643 | 7,843 | 100.00% | 100.00% |
24/04/2017 | 7.09% | 0.17 | 0.19 | 300,000 | 50,000 | 280,693 | 50,000 | 50,470 | 9,655 | 100.00% | 100.00% |
21/04/2017 | 7.40% | 0.20 | 0.22 | 250,000 | 50,000 | 254,195 | 50,000 | 50,289 | 10,660 | 100.00% | 100.00% |
20/04/2017 | 6.87% | 0.19 | 0.21 | 270,000 | 50,000 | 249,984 | 50,000 | 50,501 | 10,836 | 100.00% | 100.00% |
19/04/2017 | 8.42% | 0.19 | 0.21 | 270,000 | 50,000 | 260,434 | 50,000 | 50,783 | 10,622 | 100.00% | 100.00% |