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 | - | - |
01/02/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/01/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/01/2016 | 5.62% | 0.17 | 0.18 | 300,000 | 100,000 | 228,621 | 99,863 | 53,280 | 25,046 | 79.69% | 79.69% |
27/01/2016 | 2.93% | 0.35 | 0.36 | 200,000 | 100,000 | 199,992 | 99,947 | 79,901 | 41,115 | 99.08% | 100.00% |
26/01/2016 | 2.47% | 0.60 | 0.61 | 200,000 | 100,000 | 200,000 | 100,000 | 110,039 | 56,392 | 99.55% | 99.55% |
25/01/2016 | 2.59% | 0.51 | 0.53 | 200,000 | 100,000 | 200,000 | 100,000 | 102,473 | 52,576 | 100.00% | 100.00% |
21/01/2016 | 3.39% | 0.35 | 0.37 | 200,000 | 100,000 | 200,000 | 100,000 | 77,260 | 39,960 | 100.00% | 100.00% |
20/01/2016 | 4.10% | 0.33 | 0.34 | 200,000 | 100,000 | 200,000 | 99,999 | 65,566 | 34,152 | 99.90% | 99.90% |
19/01/2016 | 2.78% | 0.44 | 0.46 | 200,000 | 100,000 | 200,000 | 100,000 | 93,821 | 48,232 | 99.99% | 99.99% |