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% |
20/10/2017 | 38.74% | 0.02 | 0.03 | 500,000 | 25,000 | 500,000 | 25,000 | 11,239 | 826 | 100.00% | 100.00% |
19/10/2017 | 30.02% | 0.03 | 0.04 | 500,000 | 25,000 | 500,000 | 25,000 | 17,119 | 1,136 | 83.40% | 83.40% |
18/10/2017 | 13.96% | 0.07 | 0.08 | 500,000 | 25,000 | 500,000 | 25,000 | 36,966 | 2,125 | 100.00% | 100.00% |
17/10/2017 | 14.94% | 0.07 | 0.08 | 500,000 | 25,000 | 500,000 | 25,000 | 37,430 | 2,172 | 100.00% | 100.00% |
16/10/2017 | 11.26% | 0.09 | 0.10 | 500,000 | 25,000 | 497,797 | 25,000 | 46,468 | 2,612 | 100.00% | 100.00% |