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 | - | - |
24/07/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/07/2017 | 8.08% | 0.05 | 0.07 | 1,000,000 | 500,000 | 450,221 | 150,140 | 87,621 | 31,481 | 71.40% | 71.40% |
20/07/2017 | 4.84% | 0.23 | 0.24 | 450,000 | 150,000 | 450,000 | 150,000 | 140,098 | 48,983 | 99.40% | 99.40% |
19/07/2017 | 6.01% | 0.26 | 0.27 | 450,000 | 150,000 | 450,000 | 150,000 | 108,866 | 38,530 | 99.99% | 99.99% |
18/07/2017 | 5.66% | 0.21 | 0.23 | 450,000 | 150,000 | 450,000 | 150,000 | 121,692 | 42,841 | 99.88% | 99.88% |
17/07/2017 | 3.88% | 0.38 | 0.40 | 450,000 | 150,000 | 450,000 | 150,000 | 179,490 | 62,189 | 99.97% | 99.97% |
14/07/2017 | 3.54% | 0.41 | 0.43 | 450,000 | 150,000 | 450,000 | 150,000 | 193,984 | 66,991 | 99.27% | 99.27% |
13/07/2017 | 3.34% | 0.44 | 0.45 | 450,000 | 150,000 | 450,000 | 150,000 | 198,457 | 68,397 | 99.86% | 99.86% |
12/07/2017 | 4.29% | 0.44 | 0.45 | 450,000 | 150,000 | 450,000 | 150,000 | 153,890 | 53,506 | 99.98% | 99.98% |