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 | 4.73% | 0.02 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 137,438 | 142,596 | 43.45% | 43.45% |
20/07/2017 | 2.27% | 0.27 | 0.28 | 500,000 | 500,000 | 500,000 | 500,000 | 225,512 | 230,512 | 97.03% | 97.03% |
19/07/2017 | 3.31% | 0.34 | 0.35 | 500,000 | 500,000 | 499,895 | 499,986 | 149,199 | 154,230 | 99.53% | 99.53% |
18/07/2017 | 2.97% | 0.24 | 0.25 | 500,000 | 500,000 | 499,792 | 499,725 | 182,964 | 187,947 | 92.57% | 92.57% |
17/07/2017 | 1.52% | 0.62 | 0.63 | 500,000 | 500,000 | 499,991 | 499,983 | 327,680 | 332,676 | 98.72% | 98.72% |
14/07/2017 | 1.34% | 0.70 | 0.71 | 500,000 | 500,000 | 500,000 | 500,000 | 371,450 | 376,450 | 99.39% | 99.39% |
13/07/2017 | 1.33% | 0.75 | 0.76 | 500,000 | 500,000 | 500,000 | 500,000 | 374,810 | 379,810 | 99.37% | 99.37% |
12/07/2017 | 1.91% | 0.75 | 0.76 | 500,000 | 500,000 | 499,980 | 499,772 | 269,555 | 274,468 | 96.09% | 96.09% |