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 | - | - |
02/02/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/02/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/01/2018 | 3.35% | 0.15 | 0.16 | 500,000 | 500,000 | 499,911 | 499,955 | 149,080 | 154,089 | 91.19% | 91.19% |
30/01/2018 | 2.89% | 0.33 | 0.34 | 500,000 | 500,000 | 499,782 | 499,927 | 174,380 | 179,418 | 99.84% | 99.84% |
29/01/2018 | 2.38% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 499,881 | 208,994 | 213,946 | 99.46% | 99.46% |
26/01/2018 | 1.89% | 0.47 | 0.48 | 500,000 | 500,000 | 500,000 | 499,991 | 261,857 | 266,853 | 100.00% | 100.00% |
25/01/2018 | 1.90% | 0.46 | 0.47 | 500,000 | 500,000 | 499,980 | 499,953 | 262,148 | 267,138 | 98.19% | 98.19% |
24/01/2018 | 1.54% | 0.58 | 0.59 | 500,000 | 500,000 | 500,000 | 499,971 | 322,490 | 327,474 | 98.79% | 98.79% |
23/01/2018 | 1.72% | 0.57 | 0.58 | 500,000 | 500,000 | 499,996 | 500,000 | 289,415 | 294,417 | 99.70% | 99.70% |