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 | - | - |
15/02/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/02/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/02/2016 | 24.82% | 0.03 | 0.04 | 63,000 | 63,000 | 63,000 | 63,000 | 3,791 | 4,833 | 66.23% | 66.23% |
10/02/2016 | 7.53% | 0.17 | 0.18 | 125,000 | 125,000 | 76,655 | 76,655 | 14,910 | 16,011 | 95.22% | 95.22% |
09/02/2016 | 8.96% | 0.17 | 0.18 | 125,000 | 125,000 | 76,583 | 76,589 | 12,496 | 13,597 | 96.50% | 96.50% |
08/02/2016 | 5.74% | 0.15 | 0.16 | 125,000 | 125,000 | 76,802 | 76,802 | 18,560 | 19,655 | 95.94% | 95.94% |
05/02/2016 | 4.00% | 0.33 | 0.34 | 125,000 | 125,000 | 76,306 | 76,306 | 28,462 | 29,562 | 98.67% | 98.67% |
04/02/2016 | 4.41% | 0.41 | 0.42 | 125,000 | 125,000 | 75,203 | 75,203 | 27,108 | 28,220 | 92.00% | 92.00% |
03/02/2016 | 4.15% | 0.27 | 0.28 | 125,000 | 125,000 | 76,373 | 76,373 | 26,422 | 27,525 | 97.90% | 97.90% |