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 | - | - |
24/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2017 | 21.81% | 0.03 | 0.04 | 500,000 | 100,000 | 500,000 | 100,000 | 25,076 | 6,142 | 46.31% | 46.31% |
19/10/2017 | 8.41% | 0.11 | 0.12 | 460,000 | 100,000 | 429,335 | 100,000 | 50,503 | 12,868 | 83.78% | 83.78% |
18/10/2017 | 10.50% | 0.09 | 0.10 | 500,000 | 100,000 | 498,591 | 100,000 | 45,658 | 10,172 | 100.00% | 100.00% |
17/10/2017 | 11.63% | 0.10 | 0.11 | 500,000 | 100,000 | 500,000 | 100,000 | 46,521 | 10,448 | 100.00% | 100.00% |
16/10/2017 | 13.84% | 0.08 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 39,268 | 9,022 | 100.00% | 100.00% |
13/10/2017 | 12.99% | 0.08 | 0.09 | 500,000 | 100,000 | 500,000 | 100,000 | 44,741 | 10,186 | 100.00% | 100.00% |
12/10/2017 | 9.81% | 0.10 | 0.11 | 500,000 | 100,000 | 476,108 | 100,000 | 50,326 | 11,682 | 100.00% | 100.00% |
11/10/2017 | 8.39% | 0.12 | 0.13 | 420,000 | 100,000 | 402,607 | 100,000 | 50,574 | 13,679 | 100.00% | 100.00% |