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 | 7.61% | 0.13 | 0.14 | 390,000 | 100,000 | 400,396 | 100,000 | 50,596 | 13,653 | 100.00% | 100.00% |
19/10/2017 | 7.92% | 0.13 | 0.14 | 390,000 | 100,000 | 416,178 | 100,000 | 50,460 | 13,139 | 83.80% | 83.80% |
18/10/2017 | 7.88% | 0.12 | 0.13 | 420,000 | 100,000 | 414,247 | 100,000 | 50,510 | 13,221 | 100.00% | 100.00% |
17/10/2017 | 9.78% | 0.12 | 0.14 | 420,000 | 100,000 | 406,208 | 100,000 | 50,538 | 13,745 | 100.00% | 100.00% |
16/10/2017 | 8.36% | 0.14 | 0.15 | 360,000 | 100,000 | 325,503 | 100,000 | 51,117 | 17,106 | 100.00% | 100.00% |
13/10/2017 | 8.36% | 0.15 | 0.17 | 340,000 | 100,000 | 314,361 | 100,000 | 51,052 | 17,758 | 99.24% | 99.24% |
12/10/2017 | 5.81% | 0.18 | 0.20 | 280,000 | 100,000 | 252,756 | 100,000 | 50,109 | 21,024 | 100.00% | 100.00% |