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 | - | - |
05/02/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
02/02/2018 | - | 0.32 | 0.33 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/02/2018 | 1.31% | 0.47 | 0.48 | 500,000 | 500,000 | 499,957 | 499,967 | 419,710 | 424,740 | 91.45% | 91.45% |
31/01/2018 | 0.99% | 0.91 | 0.92 | 500,000 | 500,000 | 499,997 | 499,990 | 505,173 | 510,166 | 96.53% | 96.53% |
30/01/2018 | 0.93% | 1.03 | 1.04 | 500,000 | 500,000 | 500,000 | 500,000 | 539,885 | 544,885 | 96.20% | 96.20% |
29/01/2018 | 0.80% | 1.25 | 1.26 | 500,000 | 500,000 | 500,000 | 500,000 | 626,739 | 631,739 | 99.55% | 99.55% |
26/01/2018 | 0.82% | 1.22 | 1.23 | 500,000 | 500,000 | 499,999 | 499,986 | 608,355 | 613,339 | 99.43% | 99.43% |
25/01/2018 | 0.71% | 1.24 | 1.25 | 500,000 | 500,000 | 499,969 | 499,995 | 703,391 | 708,428 | 91.55% | 91.55% |
24/01/2018 | 0.56% | 1.57 | 1.58 | 500,000 | 500,000 | 499,978 | 499,985 | 891,505 | 896,518 | 98.88% | 98.88% |