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 | 22.15% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 21,733 | 5,389 | 98.33% | 98.33% |
19/10/2017 | 10.34% | 0.08 | 0.09 | 500,000 | 100,000 | 500,000 | 100,000 | 46,217 | 10,248 | 83.80% | 83.80% |
18/10/2017 | 8.85% | 0.12 | 0.13 | 420,000 | 100,000 | 411,134 | 100,000 | 50,461 | 13,439 | 100.00% | 100.00% |
17/10/2017 | 6.65% | 0.15 | 0.16 | 340,000 | 100,000 | 349,032 | 100,000 | 50,729 | 15,548 | 100.00% | 100.00% |
16/10/2017 | 8.32% | 0.13 | 0.15 | 390,000 | 100,000 | 372,215 | 100,000 | 50,725 | 14,867 | 100.00% | 100.00% |
13/10/2017 | 5.62% | 0.13 | 0.14 | 390,000 | 100,000 | 294,606 | 100,000 | 50,977 | 18,462 | 100.00% | 100.00% |
12/10/2017 | 5.15% | 0.19 | 0.20 | 270,000 | 100,000 | 259,450 | 100,000 | 50,665 | 20,596 | 100.00% | 100.00% |