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 | - | - |
24/07/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
21/07/2017 | 7,06% | 0,03 | 0,04 | 500 000 | 100 000 | 499 999 | 100 000 | 79 985 | 16 997 | 69,70% | 70,02% |
20/07/2017 | 3,52% | 0,19 | 0,20 | 500 000 | 100 000 | 498 939 | 99 788 | 143 624 | 29 725 | 99,79% | 100,00% |
19/07/2017 | 4,67% | 0,23 | 0,24 | 500 000 | 100 000 | 500 000 | 100 000 | 104 920 | 21 984 | 99,90% | 100,00% |
18/07/2017 | 4,24% | 0,18 | 0,19 | 500 000 | 100 000 | 500 000 | 100 000 | 121 644 | 25 329 | 99,90% | 100,00% |
17/07/2017 | 2,87% | 0,37 | 0,38 | 500 000 | 100 000 | 499 998 | 96 154 | 198 333 | 39 158 | 23,41% | 57,66% |
14/07/2017 | 2,32% | 0,41 | 0,42 | 500 000 | 100 000 | 500 000 | 100 000 | 213 604 | 43 721 | 99,98% | 99,98% |
13/07/2017 | 2,31% | 0,43 | 0,44 | 500 000 | 100 000 | 497 223 | 99 445 | 218 010 | 44 602 | 96,53% | 96,53% |
12/07/2017 | 3,08% | 0,44 | 0,45 | 500 000 | 100 000 | 500 000 | 100 000 | 164 439 | 33 888 | 99,98% | 99,98% |