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 | 1.83% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 499,999 | 282,520 | 287,520 | 68.41% | 68.41% |
20/07/2017 | 1.23% | 0.63 | 0.64 | 500,000 | 500,000 | 499,978 | 499,964 | 406,944 | 411,938 | 97.30% | 97.30% |
19/07/2017 | 1.51% | 0.70 | 0.71 | 500,000 | 500,000 | 500,000 | 499,983 | 329,374 | 334,362 | 99.55% | 99.55% |
18/07/2017 | 1.41% | 0.60 | 0.61 | 500,000 | 500,000 | 499,992 | 499,909 | 360,663 | 365,595 | 92.07% | 92.07% |
17/07/2017 | 0.99% | 0.97 | 0.98 | 500,000 | 500,000 | 500,000 | 500,000 | 503,682 | 508,682 | 98.91% | 98.91% |
14/07/2017 | 0.92% | 1.05 | 1.06 | 500,000 | 500,000 | 500,000 | 500,000 | 543,060 | 548,060 | 99.16% | 99.16% |
13/07/2017 | 0.90% | 1.10 | 1.11 | 500,000 | 500,000 | 500,000 | 500,000 | 552,865 | 557,865 | 99.24% | 99.24% |
12/07/2017 | 1.13% | 1.10 | 1.11 | 500,000 | 500,000 | 499,849 | 500,000 | 447,122 | 452,264 | 96.23% | 96.23% |