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 | - | - |
24/07/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/07/2017 | 4.55% | 0.08 | 0.09 | 500,000 | 500,000 | 499,990 | 499,942 | 135,939 | 140,922 | 68.70% | 68.70% |
20/07/2017 | 1.92% | 0.34 | 0.35 | 500,000 | 500,000 | 499,953 | 499,962 | 264,680 | 269,689 | 96.43% | 96.43% |
19/07/2017 | 2.63% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 499,999 | 188,151 | 193,151 | 99.58% | 99.58% |
18/07/2017 | 2.42% | 0.32 | 0.33 | 500,000 | 500,000 | 499,910 | 499,992 | 217,663 | 222,690 | 93.03% | 93.03% |
17/07/2017 | 1.39% | 0.68 | 0.69 | 500,000 | 500,000 | 499,974 | 500,000 | 358,748 | 363,767 | 98.58% | 98.58% |
14/07/2017 | 1.24% | 0.76 | 0.77 | 500,000 | 500,000 | 500,000 | 500,000 | 400,147 | 405,147 | 98.91% | 98.91% |
13/07/2017 | 1.24% | 0.81 | 0.82 | 500,000 | 500,000 | 500,000 | 499,999 | 399,755 | 404,754 | 99.17% | 99.17% |
12/07/2017 | 1.74% | 0.79 | 0.80 | 500,000 | 500,000 | 500,000 | 500,000 | 294,032 | 299,032 | 95.67% | 95.67% |