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 | 12.28% | 0.07 | 0.08 | 500,000 | 25,000 | 500,000 | 25,000 | 38,348 | 2,167 | 0.26% | 0.26% |
20/10/2017 | 11.84% | 0.07 | 0.08 | 500,000 | 25,000 | 500,000 | 25,000 | 40,753 | 2,293 | 100.00% | 100.00% |
19/10/2017 | 11.95% | 0.09 | 0.10 | 500,000 | 25,000 | 493,258 | 25,000 | 43,931 | 2,516 | 83.40% | 83.40% |
18/10/2017 | 7.91% | 0.13 | 0.14 | 390,000 | 25,000 | 384,950 | 25,000 | 50,594 | 3,563 | 100.00% | 100.00% |
17/10/2017 | 8.20% | 0.13 | 0.14 | 390,000 | 25,000 | 385,419 | 25,000 | 50,688 | 3,576 | 100.00% | 100.00% |
16/10/2017 | 7.87% | 0.15 | 0.16 | 340,000 | 25,000 | 342,171 | 25,000 | 50,861 | 4,028 | 100.00% | 100.00% |