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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
08/02/2016 | 3.70% | 0.93 | 0.98 | 50,000 | 15,500 | 50,000 | 15,500 | 68,327 | 21,957 | 92.65% | 92.65% |
05/02/2016 | 2.07% | 2.08 | 2.13 | 50,000 | 15,500 | 50,000 | 15,500 | 119,814 | 37,917 | 100.00% | 100.00% |
04/02/2016 | 2.09% | 2.38 | 2.43 | 50,000 | 15,500 | 50,000 | 15,500 | 119,227 | 37,735 | 100.00% | 100.00% |
03/02/2016 | 2.00% | 2.15 | 2.20 | 50,000 | 15,500 | 50,000 | 15,500 | 124,682 | 39,426 | 100.00% | 100.00% |
02/02/2016 | 1.63% | 2.79 | 2.84 | 50,000 | 15,500 | 50,000 | 15,500 | 152,744 | 48,126 | 100.00% | 100.00% |
01/02/2016 | 1.40% | 3.58 | 3.63 | 50,000 | 15,500 | 50,000 | 15,500 | 177,558 | 55,818 | 99.99% | 99.99% |
29/01/2016 | 1.41% | 3.71 | 3.76 | 50,000 | 15,500 | 50,000 | 15,500 | 176,265 | 55,417 | 100.00% | 100.00% |