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 | - | - |
24/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
23/10/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
20/10/2017 | 14,67% | 0,09 | 0,10 | 500 000 | 100 000 | 500 000 | 100 000 | 43 267 | 10 010 | 100,00% | 100,00% |
19/10/2017 | 20,83% | 0,09 | 0,11 | 500 000 | 100 000 | 500 000 | 100 000 | 40 697 | 10 030 | 83,80% | 83,80% |
18/10/2017 | 17,21% | 0,08 | 0,10 | 500 000 | 100 000 | 500 000 | 100 000 | 41 104 | 9 756 | 100,00% | 100,00% |
17/10/2017 | 10,86% | 0,09 | 0,10 | 500 000 | 100 000 | 500 000 | 100 000 | 43 724 | 9 745 | 100,00% | 100,00% |
16/10/2017 | 7,96% | 0,10 | 0,11 | 500 000 | 100 000 | 418 372 | 100 000 | 50 468 | 13 106 | 100,00% | 100,00% |
13/10/2017 | 7,61% | 0,12 | 0,13 | 420 000 | 100 000 | 399 718 | 100 000 | 50 560 | 13 758 | 99,24% | 99,24% |
12/10/2017 | 6,06% | 0,15 | 0,16 | 340 000 | 100 000 | 319 521 | 100 000 | 51 167 | 17 024 | 100,00% | 100,00% |