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 | 7.67% | 0.01 | 0.05 | 200,000 | 200,000 | 199,996 | 199,984 | 30,756 | 32,804 | 31.51% | 31.51% |
20/10/2017 | 6.44% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 30,469 | 32,469 | 100.00% | 100.00% |
19/10/2017 | 4.49% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 44,915 | 46,915 | 98.78% | 98.78% |
18/10/2017 | 43.82% | 0.09 | 0.15 | 200,000 | 200,000 | 200,000 | 200,000 | 12,896 | 17,292 | 99.58% | 99.66% |
17/10/2017 | 6.65% | 0.13 | 0.15 | 200,000 | 200,000 | 200,000 | 200,000 | 30,810 | 32,818 | 98.71% | 98.71% |
16/10/2017 | 5.76% | 0.18 | 0.19 | 200,000 | 200,000 | 200,000 | 200,000 | 33,927 | 35,927 | 100.00% | 100.00% |
13/10/2017 | 5.77% | 0.16 | 0.17 | 200,000 | 200,000 | 200,000 | 200,000 | 34,265 | 36,265 | 100.00% | 100.00% |
12/10/2017 | 4.37% | 0.19 | 0.20 | 200,000 | 200,000 | 200,000 | 200,000 | 44,932 | 46,932 | 100.00% | 100.00% |