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 | - | - |
30/11/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/11/2015 | 4.00% | 0.20 | 0.21 | 400,000 | 400,000 | 400,000 | 400,000 | 98,126 | 102,126 | 20.64% | 20.64% |
26/11/2015 | 3.87% | 0.25 | 0.26 | 400,000 | 400,000 | 400,000 | 400,000 | 101,398 | 105,398 | 100.00% | 100.00% |
25/11/2015 | 3.54% | 0.26 | 0.27 | 400,000 | 400,000 | 400,000 | 400,000 | 111,849 | 115,849 | 99.18% | 99.18% |
24/11/2015 | 3.11% | 0.32 | 0.33 | 400,000 | 400,000 | 400,000 | 400,000 | 126,502 | 130,502 | 99.09% | 99.09% |
23/11/2015 | 3.35% | 0.29 | 0.30 | 400,000 | 400,000 | 400,000 | 400,000 | 117,693 | 121,693 | 98.16% | 98.16% |
20/11/2015 | 2.88% | 0.32 | 0.33 | 400,000 | 400,000 | 400,000 | 400,000 | 137,239 | 141,239 | 100.00% | 100.00% |
19/11/2015 | 3.08% | 0.36 | 0.37 | 400,000 | 400,000 | 400,000 | 400,000 | 128,210 | 132,210 | 99.17% | 99.17% |
18/11/2015 | 2.91% | 0.30 | 0.31 | 400,000 | 400,000 | 400,000 | 400,000 | 136,081 | 140,081 | 100.00% | 100.00% |