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 | 14.67% | 0.09 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 43,267 | 10,010 | 100.00% | 100.00% |
19/10/2017 | 20.83% | 0.09 | 0.11 | 500,000 | 100,000 | 500,000 | 100,000 | 40,697 | 10,030 | 83.80% | 83.80% |
18/10/2017 | 17.21% | 0.08 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 41,104 | 9,756 | 100.00% | 100.00% |
17/10/2017 | 10.86% | 0.09 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 43,724 | 9,745 | 100.00% | 100.00% |
16/10/2017 | 7.96% | 0.10 | 0.11 | 500,000 | 100,000 | 418,372 | 100,000 | 50,468 | 13,106 | 100.00% | 100.00% |
13/10/2017 | 7.61% | 0.12 | 0.13 | 420,000 | 100,000 | 399,718 | 100,000 | 50,560 | 13,758 | 99.24% | 99.24% |
12/10/2017 | 6.06% | 0.15 | 0.16 | 340,000 | 100,000 | 319,521 | 100,000 | 51,167 | 17,024 | 100.00% | 100.00% |