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 | - | 0.12 | 0.13 | 25,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/07/2017 | 7.43% | 0.17 | 0.19 | 25,000 | 25,000 | 25,000 | 25,000 | 4,571 | 4,922 | 99.49% | 99.49% |
19/07/2017 | 4.77% | 0.27 | 0.28 | 25,000 | 25,000 | 25,000 | 25,000 | 6,773 | 7,103 | 97.74% | 97.74% |
18/07/2017 | 4.50% | 0.29 | 0.30 | 25,000 | 25,000 | 24,987 | 25,000 | 7,634 | 7,989 | 98.44% | 100.00% |
17/07/2017 | 4.31% | 0.33 | 0.35 | 25,000 | 25,000 | 25,000 | 25,000 | 7,869 | 8,215 | 100.00% | 100.00% |
14/07/2017 | 4.12% | 0.31 | 0.32 | 25,000 | 25,000 | 25,000 | 25,000 | 7,834 | 8,163 | 100.00% | 100.00% |
13/07/2017 | 4.26% | 0.33 | 0.34 | 25,000 | 25,000 | 25,000 | 24,987 | 8,434 | 8,795 | 99.77% | 99.77% |
12/07/2017 | 5.99% | 0.25 | 0.26 | 25,000 | 25,000 | 25,000 | 25,000 | 5,960 | 6,326 | 100.00% | 100.00% |