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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/10/2017 | 14.58% | 0.06 | 0.07 | 300,000 | 300,000 | 299,885 | 299,846 | 19,521 | 22,516 | 99.80% | 99.80% |
19/10/2017 | 7.79% | 0.14 | 0.15 | 300,000 | 300,000 | 300,000 | 300,000 | 37,875 | 40,875 | 99.75% | 99.75% |
18/10/2017 | 12.06% | 0.07 | 0.08 | 300,000 | 300,000 | 300,000 | 300,000 | 24,087 | 27,087 | 99.88% | 99.88% |
17/10/2017 | 8.54% | 0.09 | 0.10 | 300,000 | 300,000 | 300,000 | 300,000 | 33,969 | 36,969 | 98.99% | 98.99% |
16/10/2017 | 6.76% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 42,930 | 45,930 | 100.00% | 100.00% |
13/10/2017 | 6.25% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 46,856 | 49,856 | 99.22% | 99.22% |
12/10/2017 | 6.21% | 0.14 | 0.15 | 300,000 | 300,000 | 299,999 | 300,000 | 46,957 | 49,957 | 100.00% | 100.00% |