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 | 24.11% | 0.03 | 0.05 | 500,000 | 200,000 | 500,000 | 200,000 | 22,828 | 11,602 | 80.68% | 80.68% |
19/10/2017 | 13.24% | 0.08 | 0.09 | 500,000 | 200,000 | 500,000 | 200,000 | 42,917 | 19,607 | 83.75% | 83.75% |
18/10/2017 | 13.12% | 0.06 | 0.07 | 500,000 | 200,000 | 500,000 | 200,000 | 36,038 | 16,420 | 98.54% | 98.54% |
17/10/2017 | 13.28% | 0.07 | 0.08 | 500,000 | 200,000 | 500,000 | 200,000 | 35,911 | 16,378 | 99.47% | 99.47% |
16/10/2017 | 12.30% | 0.10 | 0.11 | 500,000 | 200,000 | 500,000 | 200,000 | 44,821 | 20,273 | 100.00% | 100.00% |
13/10/2017 | 11.64% | 0.07 | 0.08 | 500,000 | 200,000 | 500,000 | 200,000 | 40,939 | 18,380 | 98.11% | 98.11% |
12/10/2017 | 8.26% | 0.10 | 0.11 | 500,000 | 200,000 | 433,656 | 200,000 | 50,541 | 25,449 | 100.00% | 100.00% |