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 | 15.36% | 0.06 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 30,048 | 7,010 | 100.00% | 100.00% |
19/10/2017 | 15.40% | 0.07 | 0.08 | 500,000 | 100,000 | 500,000 | 100,000 | 30,149 | 7,030 | 83.80% | 83.80% |
18/10/2017 | 16.46% | 0.06 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 28,780 | 6,782 | 100.00% | 100.00% |
17/10/2017 | 16.34% | 0.06 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 28,724 | 6,757 | 100.00% | 100.00% |
16/10/2017 | 10.83% | 0.07 | 0.08 | 500,000 | 100,000 | 500,000 | 100,000 | 45,532 | 10,144 | 100.00% | 100.00% |
13/10/2017 | 10.02% | 0.09 | 0.10 | 500,000 | 100,000 | 481,707 | 100,000 | 46,609 | 10,773 | 99.24% | 99.24% |
12/10/2017 | 7.90% | 0.12 | 0.13 | 420,000 | 100,000 | 389,281 | 100,000 | 50,651 | 14,097 | 100.00% | 100.00% |