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 | 3.21% | 0.18 | 0.19 | 50,000 | 177,000 | 300,000 | 177,000 | 95,086 | 57,871 | 70.07% | 99.08% |
20/07/2017 | 2.22% | 0.35 | 0.36 | 300,000 | 177,000 | 299,998 | 172,364 | 134,467 | 78,918 | 100.00% | 100.00% |
19/07/2017 | 2.65% | 0.39 | 0.40 | 300,000 | 77,000 | 300,000 | 77,017 | 111,770 | 29,464 | 100.00% | 100.00% |
18/07/2017 | 2.47% | 0.34 | 0.35 | 300,000 | 127,000 | 300,000 | 148,986 | 122,191 | 63,413 | 100.00% | 100.00% |
17/07/2017 | 1.80% | 0.54 | 0.55 | 300,000 | 177,000 | 300,000 | 177,000 | 165,852 | 99,623 | 99.98% | 99.98% |
14/07/2017 | 1.67% | 0.57 | 0.58 | 300,000 | 177,000 | 300,000 | 177,000 | 178,331 | 106,985 | 100.00% | 100.00% |
13/07/2017 | 1.64% | 0.60 | 0.61 | 300,000 | 177,000 | 299,999 | 170,074 | 181,274 | 104,553 | 99.92% | 99.92% |
12/07/2017 | 2.03% | 0.60 | 0.61 | 300,000 | 117,000 | 299,999 | 116,151 | 148,250 | 58,574 | 100.00% | 100.00% |