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 | - | - |
20/07/2018 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
19/07/2018 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 20.74% | 99.60% |
18/07/2018 | 119.73% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,025 | 20,000 | 99.76% | 99.87% |
17/07/2018 | 60.46% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,639 | 22,956 | 98.83% | 98.83% |
16/07/2018 | 46.10% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 17,566 | 27,566 | 99.64% | 99.64% |
13/07/2018 | 28.52% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,600 | 40,600 | 98.34% | 98.34% |
12/07/2018 | 13.40% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 71,181 | 81,181 | 98.98% | 98.98% |
11/07/2018 | 9.77% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 999,997 | 1,000,000 | 98,090 | 108,090 | 98.44% | 98.44% |
10/07/2018 | 21.61% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 43,155 | 53,155 | 99.55% | 99.55% |