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 | - | - |
21/02/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/02/2018 | 9.16% | 0.09 | 0.10 | 500,000 | 100,000 | 462,603 | 100,000 | 50,252 | 11,980 | 17.95% | 17.95% |
19/02/2018 | 8.92% | 0.10 | 0.11 | 500,000 | 100,000 | 412,703 | 100,000 | 50,543 | 13,450 | 100.00% | 100.00% |
16/02/2018 | 5.91% | 0.16 | 0.17 | 320,000 | 100,000 | 299,308 | 100,000 | 50,797 | 18,077 | 100.00% | 100.00% |
15/02/2018 | 7.48% | 0.14 | 0.15 | 360,000 | 100,000 | 356,732 | 99,999 | 50,625 | 15,330 | 99.69% | 99.87% |
14/02/2018 | 4.20% | 0.24 | 0.25 | 210,000 | 100,000 | 207,327 | 99,998 | 50,849 | 25,656 | 99.98% | 100.00% |
13/02/2018 | 4.80% | 0.21 | 0.22 | 240,000 | 100,000 | 215,889 | 100,000 | 50,383 | 24,578 | 100.00% | 100.00% |
12/02/2018 | 4.42% | 0.26 | 0.27 | 200,000 | 100,000 | 214,514 | 100,000 | 50,575 | 24,687 | 100.00% | 100.00% |
09/02/2018 | 5.06% | 0.18 | 0.19 | 280,000 | 100,000 | 239,274 | 100,000 | 50,545 | 22,480 | 98.81% | 98.81% |