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 | - | - |
10/02/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
09/02/2016 | 2.10% | 0.18 | 0.19 | 500,000 | 500,000 | 499,949 | 499,937 | 247,554 | 252,535 | 54.31% | 54.31% |
08/02/2016 | 1.34% | 0.50 | 0.51 | 500,000 | 498,000 | 500,000 | 499,981 | 385,937 | 390,923 | 95.94% | 95.94% |
05/02/2016 | 0.68% | 1.29 | 1.30 | 500,000 | 500,000 | 500,000 | 500,000 | 738,513 | 743,513 | 96.99% | 96.99% |
04/02/2016 | 0.63% | 1.53 | 1.54 | 500,000 | 500,000 | 500,000 | 500,000 | 801,440 | 806,440 | 96.30% | 96.30% |
03/02/2016 | 0.58% | 1.54 | 1.55 | 500,000 | 500,000 | 499,995 | 499,998 | 856,941 | 861,945 | 95.96% | 95.96% |
02/02/2016 | 0.49% | 1.88 | 1.89 | 500,000 | 500,000 | 500,000 | 500,000 | 1,011,270 | 1,016,270 | 98.87% | 98.87% |
01/02/2016 | 0.45% | 2.29 | 2.30 | 500,000 | 500,000 | 499,999 | 500,000 | 1,107,760 | 1,112,760 | 99.74% | 99.74% |
29/01/2016 | 0.45% | 2.31 | 2.32 | 500,000 | 500,000 | 499,998 | 499,998 | 1,111,400 | 1,116,400 | 98.75% | 98.75% |