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 | 2.43% | 0.23 | 0.24 | 500,000 | 500,000 | 499,959 | 500,000 | 219,735 | 224,753 | 69.02% | 69.02% |
20/07/2017 | 1.44% | 0.51 | 0.52 | 500,000 | 500,000 | 499,995 | 499,980 | 349,724 | 354,714 | 98.97% | 98.97% |
19/07/2017 | 1.83% | 0.58 | 0.59 | 500,000 | 500,000 | 499,990 | 499,956 | 270,761 | 275,741 | 99.91% | 99.91% |
18/07/2017 | 1.69% | 0.48 | 0.49 | 500,000 | 500,000 | 499,999 | 499,911 | 302,829 | 307,774 | 94.05% | 94.05% |
17/07/2017 | 1.11% | 0.86 | 0.87 | 500,000 | 500,000 | 500,000 | 499,946 | 449,025 | 453,979 | 99.69% | 99.69% |
14/07/2017 | 1.02% | 0.94 | 0.95 | 500,000 | 500,000 | 500,000 | 499,967 | 488,409 | 493,377 | 99.19% | 99.19% |
13/07/2017 | 1.00% | 0.99 | 1.00 | 500,000 | 500,000 | 500,000 | 500,000 | 498,666 | 503,666 | 99.44% | 99.44% |
12/07/2017 | 1.30% | 1.00 | 1.01 | 500,000 | 500,000 | 499,998 | 499,999 | 390,157 | 395,159 | 96.82% | 96.82% |