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 | - | - |
11/03/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10/03/2016 | 77.73% | 0.02 | 0.04 | 100,000 | 100,000 | 96,673 | 96,673 | 1,636 | 3,569 | 95.84% | 95.84% |
09/03/2016 | 53.29% | 0.03 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 2,802 | 4,802 | 98.33% | 98.33% |
08/03/2016 | 32.69% | 0.04 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 5,211 | 7,211 | 97.04% | 97.04% |
07/03/2016 | 30.24% | 0.05 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 5,655 | 7,655 | 98.04% | 98.04% |
04/03/2016 | 22.30% | 0.08 | 0.10 | 100,000 | 100,000 | 100,000 | 100,000 | 8,254 | 10,254 | 90.04% | 90.04% |
03/03/2016 | 46.23% | 0.05 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 3,418 | 5,418 | 99.67% | 99.67% |
02/03/2016 | 49.73% | 0.03 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 3,027 | 5,027 | 99.78% | 99.78% |
01/03/2016 | 38.94% | 0.03 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 4,216 | 6,216 | 97.94% | 97.94% |