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 | 11.02% | 0.08 | 0.09 | 300,000 | 300,000 | 299,687 | 299,687 | 25,960 | 28,957 | 99.83% | 99.83% |
19/10/2017 | 6.85% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 43,097 | 46,097 | 99.75% | 99.75% |
18/10/2017 | 9.69% | 0.09 | 0.10 | 300,000 | 300,000 | 299,687 | 299,687 | 29,770 | 32,767 | 99.84% | 99.84% |
17/10/2017 | 7.48% | 0.11 | 0.12 | 300,000 | 300,000 | 300,000 | 300,000 | 38,929 | 41,929 | 99.06% | 99.06% |
16/10/2017 | 6.13% | 0.18 | 0.19 | 300,000 | 300,000 | 300,000 | 300,000 | 47,501 | 50,501 | 100.00% | 100.00% |
13/10/2017 | 5.67% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 51,817 | 54,817 | 99.24% | 99.24% |
12/10/2017 | 5.62% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 52,017 | 55,017 | 100.00% | 100.00% |