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 | 8.80% | 0.01 | 0.04 | 500,000 | 300,000 | 418,224 | 300,000 | 48,938 | 38,967 | 89.11% | 89.11% |
30/01/2018 | 7.01% | 0.15 | 0.16 | 340,000 | 300,000 | 358,186 | 300,000 | 55,159 | 52,491 | 100.00% | 100.00% |
29/01/2018 | 4.12% | 0.20 | 0.21 | 300,000 | 300,000 | 300,000 | 300,000 | 72,812 | 75,819 | 100.00% | 100.00% |
26/01/2018 | 2.92% | 0.28 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 101,722 | 104,729 | 99.52% | 99.52% |
25/01/2018 | 2.91% | 0.27 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 104,135 | 107,147 | 100.00% | 100.00% |
24/01/2018 | 2.10% | 0.40 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 141,900 | 144,900 | 99.56% | 99.56% |
23/01/2018 | 2.41% | 0.40 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 123,786 | 126,786 | 96.98% | 96.98% |