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 | - | - |
30/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/10/2017 | 7.38% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 71,579 | 7,658 | 92.39% | 92.50% |
25/10/2017 | 7.13% | 0.22 | 0.23 | 500,000 | 50,000 | 499,998 | 50,000 | 69,394 | 7,442 | 99.79% | 100.00% |
24/10/2017 | 7.91% | 0.12 | 0.13 | 500,000 | 50,000 | 500,000 | 50,000 | 61,853 | 6,687 | 99.90% | 100.00% |
23/10/2017 | 8.18% | 0.15 | 0.16 | 500,000 | 50,000 | 500,000 | 50,000 | 61,889 | 6,689 | 100.00% | 100.00% |
20/10/2017 | 7.76% | 0.18 | 0.19 | 500,000 | 50,000 | 500,000 | 50,000 | 63,891 | 6,889 | 100.00% | 100.00% |
19/10/2017 | 5.27% | 0.16 | 0.17 | 500,000 | 50,000 | 500,000 | 50,000 | 94,818 | 9,982 | 96.53% | 96.53% |
18/10/2017 | 11.52% | 0.10 | 0.11 | 500,000 | 50,000 | 500,000 | 50,000 | 44,477 | 4,948 | 99.90% | 100.00% |