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 | - | 0.02 | 0.02 | 100,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/07/2017 | 31.96% | 0.02 | 0.03 | 500,000 | 500,000 | 499,982 | 499,943 | 14,270 | 19,269 | 84.95% | 84.95% |
19/07/2017 | 9.88% | 0.11 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 48,355 | 53,355 | 99.69% | 99.69% |
18/07/2017 | 9.40% | 0.09 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 51,219 | 56,219 | 98.96% | 98.96% |
17/07/2017 | 7.98% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 500,000 | 60,298 | 65,298 | 100.00% | 100.00% |
14/07/2017 | 8.42% | 0.12 | 0.13 | 500,000 | 500,000 | 500,000 | 500,000 | 56,986 | 61,986 | 100.00% | 100.00% |
13/07/2017 | 6.90% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 70,024 | 75,024 | 99.33% | 99.33% |
12/07/2017 | 8.40% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 57,729 | 62,729 | 99.55% | 99.55% |