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 | - | - |
24/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2017 | 8.69% | 0.13 | 0.14 | 390,000 | 100,000 | 333,861 | 100,000 | 50,891 | 16,721 | 41.16% | 41.16% |
20/10/2017 | 6.44% | 0.19 | 0.20 | 270,000 | 100,000 | 294,740 | 100,000 | 50,933 | 18,455 | 100.00% | 100.00% |
19/10/2017 | 6.75% | 0.19 | 0.21 | 270,000 | 100,000 | 245,581 | 100,000 | 50,367 | 21,969 | 83.63% | 83.63% |
18/10/2017 | 7.82% | 0.18 | 0.20 | 280,000 | 100,000 | 272,328 | 100,000 | 50,648 | 20,152 | 100.00% | 100.00% |
17/10/2017 | 6.33% | 0.19 | 0.20 | 270,000 | 100,000 | 282,862 | 100,000 | 50,719 | 19,145 | 100.00% | 100.00% |
16/10/2017 | 7.44% | 0.18 | 0.19 | 280,000 | 100,000 | 317,765 | 100,000 | 51,050 | 17,353 | 100.00% | 100.00% |
13/10/2017 | 7.43% | 0.16 | 0.18 | 320,000 | 100,000 | 294,593 | 100,000 | 50,886 | 18,634 | 100.00% | 100.00% |
12/10/2017 | 7.14% | 0.16 | 0.17 | 320,000 | 100,000 | 271,494 | 100,000 | 50,602 | 20,232 | 100.00% | 100.00% |