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 | - | - |
23/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/10/2017 | 5.77% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 50,581 | 53,581 | 100.00% | 100.00% |
18/10/2017 | 7.12% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 40,832 | 43,832 | 99.85% | 99.85% |
17/10/2017 | 8.46% | 0.09 | 0.10 | 300,000 | 300,000 | 300,000 | 300,000 | 34,186 | 37,186 | 99.25% | 99.25% |
16/10/2017 | 7.14% | 0.12 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 41,099 | 44,099 | 100.00% | 100.00% |
13/10/2017 | 5.69% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 51,360 | 54,360 | 100.00% | 100.00% |
12/10/2017 | 5.48% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 53,463 | 56,463 | 99.58% | 99.58% |
11/10/2017 | 6.69% | 0.14 | 0.15 | 300,000 | 300,000 | 300,000 | 300,000 | 43,448 | 46,448 | 100.00% | 100.00% |
10/10/2017 | 6.59% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 44,197 | 47,197 | 100.00% | 100.00% |