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 | - | - |
25/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/10/2017 | 16.66% | 0.01 | 0.03 | 496,000 | 500,000 | 499,889 | 499,675 | 32,790 | 37,823 | 69.73% | 69.73% |
20/10/2017 | 8.50% | 0.08 | 0.09 | 500,000 | 500,000 | 499,802 | 499,987 | 58,256 | 63,285 | 100.00% | 100.00% |
19/10/2017 | 7.38% | 0.11 | 0.12 | 500,000 | 500,000 | 499,956 | 499,894 | 69,524 | 74,515 | 100.00% | 100.00% |
18/10/2017 | 4.35% | 0.24 | 0.25 | 500,000 | 500,000 | 499,706 | 499,947 | 114,019 | 119,075 | 100.00% | 100.00% |
17/10/2017 | 5.53% | 0.18 | 0.19 | 500,000 | 500,000 | 497,973 | 498,433 | 90,081 | 95,230 | 98.84% | 98.84% |
16/10/2017 | 4.67% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 499,449 | 105,290 | 110,180 | 100.00% | 100.00% |