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 | - | - |
25/01/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/01/2018 | 80.66% | 0.01 | 0.05 | 500,000 | 300,000 | 500,000 | 300,000 | 10,771 | 15,000 | 6.33% | 6.33% |
23/01/2018 | 8.95% | 0.08 | 0.09 | 500,000 | 300,000 | 448,736 | 300,000 | 48,575 | 35,903 | 100.00% | 100.00% |
22/01/2018 | 9.09% | 0.11 | 0.12 | 460,000 | 300,000 | 477,320 | 300,000 | 50,166 | 34,597 | 100.00% | 100.00% |
19/01/2018 | 13.27% | 0.12 | 0.13 | 420,000 | 300,000 | 494,352 | 300,000 | 38,915 | 26,779 | 100.00% | 100.00% |
18/01/2018 | 9.33% | 0.10 | 0.11 | 500,000 | 300,000 | 471,075 | 300,000 | 48,387 | 34,224 | 100.00% | 100.00% |
17/01/2018 | 7.75% | 0.10 | 0.11 | 500,000 | 300,000 | 407,331 | 300,000 | 50,526 | 40,424 | 54.81% | 54.81% |
16/01/2018 | 6.60% | 0.12 | 0.13 | 420,000 | 300,000 | 346,867 | 300,000 | 50,836 | 47,114 | 100.00% | 100.00% |
15/01/2018 | 7.96% | 0.13 | 0.14 | 390,000 | 300,000 | 419,242 | 300,000 | 50,549 | 39,537 | 100.00% | 100.00% |