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 | 4.64% | 0.08 | 0.09 | 500,000 | 500,000 | 499,971 | 499,905 | 135,351 | 140,329 | 68.42% | 68.42% |
20/07/2017 | 1.94% | 0.34 | 0.35 | 500,000 | 500,000 | 499,988 | 499,988 | 261,192 | 266,192 | 97.62% | 97.62% |
19/07/2017 | 2.69% | 0.40 | 0.41 | 500,000 | 500,000 | 499,942 | 499,979 | 183,701 | 188,716 | 99.56% | 99.56% |
18/07/2017 | 2.48% | 0.31 | 0.32 | 500,000 | 500,000 | 499,952 | 499,954 | 212,992 | 217,984 | 92.36% | 92.36% |
17/07/2017 | 1.41% | 0.67 | 0.68 | 500,000 | 500,000 | 499,998 | 499,997 | 354,187 | 359,186 | 98.94% | 98.94% |
14/07/2017 | 1.27% | 0.74 | 0.75 | 500,000 | 500,000 | 499,987 | 499,996 | 392,274 | 397,281 | 99.39% | 99.39% |
13/07/2017 | 1.25% | 0.79 | 0.80 | 500,000 | 500,000 | 499,999 | 499,995 | 396,955 | 401,952 | 99.22% | 99.22% |
12/07/2017 | 1.77% | 0.79 | 0.80 | 500,000 | 500,000 | 499,998 | 499,998 | 290,487 | 295,487 | 96.08% | 96.08% |