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 | 22,15% | 0,04 | 0,05 | 500 000 | 100 000 | 500 000 | 100 000 | 21 733 | 5 389 | 98,33% | 98,33% |
19/10/2017 | 10,34% | 0,08 | 0,09 | 500 000 | 100 000 | 500 000 | 100 000 | 46 217 | 10 248 | 83,80% | 83,80% |
18/10/2017 | 8,85% | 0,12 | 0,13 | 420 000 | 100 000 | 411 134 | 100 000 | 50 461 | 13 439 | 100,00% | 100,00% |
17/10/2017 | 6,65% | 0,15 | 0,16 | 340 000 | 100 000 | 349 032 | 100 000 | 50 729 | 15 548 | 100,00% | 100,00% |
16/10/2017 | 8,32% | 0,13 | 0,15 | 390 000 | 100 000 | 372 215 | 100 000 | 50 725 | 14 867 | 100,00% | 100,00% |
13/10/2017 | 5,62% | 0,13 | 0,14 | 390 000 | 100 000 | 294 606 | 100 000 | 50 977 | 18 462 | 100,00% | 100,00% |
12/10/2017 | 5,15% | 0,19 | 0,20 | 270 000 | 100 000 | 259 450 | 100 000 | 50 665 | 20 596 | 100,00% | 100,00% |