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 | 5.06% | 0.02 | 0.07 | 500,000 | 500,000 | 500,000 | 499,993 | 124,025 | 129,159 | 41.75% | 41.75% |
20/07/2017 | 2.49% | 0.23 | 0.24 | 500,000 | 500,000 | 500,000 | 500,000 | 207,552 | 212,552 | 96.67% | 96.67% |
19/07/2017 | 3.79% | 0.30 | 0.31 | 500,000 | 500,000 | 499,949 | 499,997 | 130,345 | 135,359 | 99.68% | 99.68% |
18/07/2017 | 3.45% | 0.20 | 0.21 | 500,000 | 500,000 | 499,987 | 499,845 | 161,243 | 166,217 | 93.34% | 93.34% |
17/07/2017 | 1.64% | 0.57 | 0.58 | 500,000 | 500,000 | 500,000 | 500,000 | 303,428 | 308,428 | 98.77% | 98.77% |
14/07/2017 | 1.45% | 0.65 | 0.66 | 500,000 | 500,000 | 500,000 | 500,000 | 343,493 | 348,493 | 99.19% | 99.19% |
13/07/2017 | 1.41% | 0.70 | 0.71 | 500,000 | 500,000 | 499,912 | 499,982 | 353,338 | 358,386 | 99.25% | 99.25% |
12/07/2017 | 2.10% | 0.70 | 0.71 | 500,000 | 500,000 | 500,000 | 500,000 | 246,944 | 251,944 | 95.97% | 95.97% |