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 | 100.00% | 0.01 | 0.03 | 100,000 | 100,000 | 96,673 | 96,673 | 967 | 2,900 | 95.83% | 95.83% |
09/03/2016 | 99.35% | 0.01 | 0.03 | 100,000 | 100,000 | 100,000 | 100,000 | 1,020 | 3,020 | 98.33% | 98.33% |
08/03/2016 | 53.46% | 0.02 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,793 | 4,793 | 97.04% | 97.04% |
07/03/2016 | 50.00% | 0.03 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 3,000 | 5,000 | 98.04% | 98.04% |
04/03/2016 | 39.04% | 0.04 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 4,230 | 6,230 | 90.04% | 90.04% |
03/03/2016 | 64.59% | 0.03 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 2,125 | 4,125 | 99.67% | 99.67% |
02/03/2016 | 66.67% | 0.02 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,000 | 4,000 | 99.78% | 99.78% |
01/03/2016 | 53.61% | 0.02 | 0.04 | 100,000 | 100,000 | 100,000 | 100,000 | 2,783 | 4,783 | 97.94% | 97.94% |