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 | - | - |
24/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/10/2017 | 10.28% | 0.10 | 0.12 | 500,000 | 100,000 | 453,941 | 100,000 | 50,300 | 12,347 | 98.33% | 98.33% |
19/10/2017 | 5.98% | 0.15 | 0.16 | 340,000 | 100,000 | 315,106 | 100,000 | 51,133 | 17,245 | 83.80% | 83.80% |
18/10/2017 | 5.73% | 0.19 | 0.20 | 270,000 | 100,000 | 264,658 | 100,000 | 51,019 | 20,439 | 100.00% | 100.00% |
17/10/2017 | 4.60% | 0.21 | 0.23 | 240,000 | 100,000 | 234,643 | 100,000 | 50,507 | 22,548 | 100.00% | 100.00% |
16/10/2017 | 4.77% | 0.20 | 0.21 | 250,000 | 100,000 | 243,414 | 100,000 | 50,243 | 21,682 | 100.00% | 100.00% |
13/10/2017 | 5.13% | 0.20 | 0.21 | 250,000 | 100,000 | 210,610 | 100,000 | 50,740 | 25,462 | 100.00% | 100.00% |
12/10/2017 | 4.56% | 0.26 | 0.27 | 200,000 | 100,000 | 195,491 | 100,000 | 51,439 | 27,563 | 100.00% | 100.00% |