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 | 9.39% | 0.02 | 0.03 | 300,000 | 233,000 | 300,000 | 233,000 | 39,146 | 32,733 | 58.36% | 58.36% |
20/07/2017 | 4.11% | 0.15 | 0.16 | 50,000 | 50,000 | 292,194 | 227,286 | 72,669 | 58,764 | 100.00% | 100.00% |
19/07/2017 | 5.78% | 0.19 | 0.20 | 50,000 | 50,000 | 292,191 | 227,284 | 49,218 | 40,562 | 100.00% | 100.00% |
18/07/2017 | 5.19% | 0.14 | 0.15 | 50,000 | 50,000 | 292,193 | 227,285 | 59,748 | 48,726 | 100.00% | 100.00% |
17/07/2017 | 2.84% | 0.33 | 0.34 | 300,000 | 233,000 | 300,000 | 233,000 | 104,438 | 83,443 | 100.00% | 100.00% |
14/07/2017 | 2.54% | 0.37 | 0.38 | 300,000 | 233,000 | 300,000 | 233,000 | 116,751 | 93,007 | 100.00% | 100.00% |
13/07/2017 | 2.47% | 0.39 | 0.40 | 300,000 | 233,000 | 300,000 | 233,000 | 119,917 | 95,466 | 100.00% | 100.00% |
12/07/2017 | 3.51% | 0.40 | 0.41 | 300,000 | 233,000 | 300,000 | 233,000 | 87,063 | 69,949 | 99.99% | 99.99% |