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 | 8.68% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 67,251 | 7,225 | 69.25% | 69.25% |
20/07/2017 | 3.94% | 0.17 | 0.18 | 500,000 | 50,000 | 498,909 | 49,891 | 128,693 | 13,369 | 99.80% | 100.00% |
19/07/2017 | 5.41% | 0.20 | 0.21 | 500,000 | 50,000 | 500,000 | 50,000 | 90,289 | 9,529 | 99.90% | 100.00% |
18/07/2017 | 4.92% | 0.15 | 0.16 | 500,000 | 50,000 | 500,000 | 50,000 | 106,218 | 11,122 | 100.00% | 100.00% |
17/07/2017 | 2.80% | 0.34 | 0.35 | 500,000 | 50,000 | 500,000 | 50,000 | 176,874 | 18,187 | 100.00% | 100.00% |
14/07/2017 | 2.54% | 0.37 | 0.38 | 500,000 | 50,000 | 500,000 | 50,000 | 194,466 | 19,947 | 99.98% | 99.98% |
13/07/2017 | 2.53% | 0.40 | 0.41 | 500,000 | 50,000 | 498,146 | 49,815 | 198,906 | 20,394 | 96.53% | 96.53% |
12/07/2017 | 3.49% | 0.40 | 0.41 | 500,000 | 50,000 | 500,000 | 50,000 | 145,714 | 15,071 | 99.97% | 99.97% |