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 | - | - |
22/11/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/11/2017 | 26.58% | 0.01 | 0.05 | 500,000 | 500,000 | 499,816 | 499,871 | 43,530 | 51,229 | 51.31% | 51.31% |
20/11/2017 | 4.95% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 499,760 | 108,433 | 113,375 | 98.93% | 98.93% |
17/11/2017 | 2.14% | 0.47 | 0.48 | 500,000 | 500,000 | 500,000 | 500,000 | 231,464 | 236,464 | 100.00% | 100.00% |
16/11/2017 | 2.05% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 241,619 | 246,619 | 99.15% | 99.15% |
15/11/2017 | 1.63% | 0.58 | 0.59 | 500,000 | 500,000 | 499,988 | 500,000 | 303,811 | 308,817 | 99.69% | 99.69% |
14/11/2017 | 2.09% | 0.48 | 0.49 | 500,000 | 500,000 | 499,998 | 500,000 | 239,103 | 244,104 | 99.08% | 99.08% |
13/11/2017 | 2.24% | 0.44 | 0.45 | 500,000 | 500,000 | 499,911 | 499,932 | 222,412 | 227,421 | 99.71% | 99.71% |
10/11/2017 | 2.21% | 0.47 | 0.48 | 500,000 | 500,000 | 499,877 | 499,968 | 224,484 | 229,528 | 99.88% | 99.88% |