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 | - | - |
16/11/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/11/2017 | 12.26% | 0.01 | 0.02 | 500,000 | 50,000 | 500,000 | 50,000 | 39,881 | 4,488 | 17.59% | 17.59% |
14/11/2017 | 4.51% | 0.21 | 0.22 | 500,000 | 50,000 | 500,000 | 50,000 | 110,747 | 11,576 | 99.79% | 100.00% |
13/11/2017 | 4.91% | 0.24 | 0.25 | 500,000 | 50,000 | 500,000 | 50,000 | 109,056 | 11,410 | 99.99% | 99.99% |
10/11/2017 | 3.00% | 0.30 | 0.31 | 500,000 | 50,000 | 500,000 | 50,000 | 166,408 | 17,144 | 83.03% | 83.03% |
09/11/2017 | 2.12% | 0.37 | 0.38 | 500,000 | 50,000 | 500,000 | 50,000 | 240,298 | 24,531 | 99.33% | 99.33% |
08/11/2017 | 1.71% | 0.60 | 0.61 | 500,000 | 50,000 | 500,000 | 50,000 | 289,251 | 29,425 | 100.00% | 100.00% |
07/11/2017 | 1.45% | 0.61 | 0.62 | 500,000 | 50,000 | 500,000 | 50,000 | 342,671 | 34,768 | 100.00% | 100.00% |
06/11/2017 | 1.47% | 0.68 | 0.69 | 500,000 | 50,000 | 500,000 | 50,000 | 337,799 | 34,281 | 100.00% | 100.00% |