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 | 3.57% | 0.10 | 0.11 | 500,000 | 500,000 | 498,971 | 499,667 | 157,749 | 162,938 | 69.02% | 69.02% |
20/07/2017 | 1.79% | 0.38 | 0.39 | 500,000 | 500,000 | 499,979 | 499,924 | 282,013 | 286,993 | 99.01% | 99.01% |
19/07/2017 | 2.41% | 0.45 | 0.46 | 500,000 | 500,000 | 499,996 | 499,987 | 205,728 | 210,724 | 99.91% | 99.91% |
18/07/2017 | 2.20% | 0.35 | 0.36 | 500,000 | 500,000 | 498,505 | 498,580 | 236,982 | 242,020 | 92.07% | 92.07% |
17/07/2017 | 1.31% | 0.73 | 0.74 | 500,000 | 500,000 | 500,000 | 499,971 | 380,113 | 385,092 | 98.84% | 98.84% |
14/07/2017 | 1.20% | 0.79 | 0.80 | 500,000 | 500,000 | 500,000 | 500,000 | 415,579 | 420,579 | 99.31% | 99.31% |
13/07/2017 | 1.17% | 0.84 | 0.85 | 500,000 | 500,000 | 499,992 | 499,986 | 425,604 | 430,598 | 99.37% | 99.37% |
12/07/2017 | 1.59% | 0.85 | 0.86 | 500,000 | 500,000 | 499,902 | 499,999 | 320,466 | 325,547 | 96.15% | 96.15% |