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 | 1.58% | 0.48 | 0.55 | 30,000 | 30,000 | 30,000 | 30,000 | 18,848 | 19,148 | 67.06% | 98.58% |
20/07/2017 | 1.24% | 0.65 | 0.66 | 30,000 | 30,000 | 30,000 | 29,994 | 24,097 | 24,391 | 100.00% | 100.00% |
19/07/2017 | 1.28% | 0.71 | 0.72 | 30,000 | 30,000 | 30,000 | 30,000 | 23,377 | 23,677 | 100.00% | 100.00% |
18/07/2017 | 1.18% | 0.74 | 0.75 | 30,000 | 30,000 | 30,000 | 30,000 | 25,486 | 25,786 | 100.00% | 100.00% |
17/07/2017 | 1.06% | 0.88 | 0.89 | 30,000 | 30,000 | 30,000 | 30,000 | 28,336 | 28,636 | 100.00% | 100.00% |
14/07/2017 | 0.82% | 1.08 | 1.09 | 30,000 | 30,000 | 30,000 | 30,000 | 36,874 | 37,174 | 99.90% | 99.90% |
13/07/2017 | 0.87% | 1.26 | 1.27 | 30,000 | 30,000 | 30,000 | 30,000 | 34,379 | 34,679 | 100.00% | 100.00% |
12/07/2017 | 0.86% | 1.11 | 1.12 | 30,000 | 30,000 | 30,000 | 30,000 | 34,986 | 35,286 | 100.00% | 100.00% |