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 | 16.84% | 0.02 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 12,277 | 14,465 | 20.30% | 20.30% |
26/11/2015 | 15.65% | 0.06 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 13,210 | 15,440 | 100.00% | 100.00% |
25/11/2015 | 11.84% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 18,544 | 20,758 | 98.70% | 98.70% |
24/11/2015 | 8.65% | 0.13 | 0.14 | 200,000 | 200,000 | 200,000 | 200,000 | 26,065 | 28,420 | 100.00% | 100.00% |
23/11/2015 | 9.59% | 0.10 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 21,517 | 23,672 | 100.00% | 100.00% |
20/11/2015 | 6.87% | 0.13 | 0.14 | 200,000 | 200,000 | 200,000 | 200,000 | 31,170 | 33,377 | 99.96% | 99.96% |
19/11/2015 | 8.05% | 0.17 | 0.18 | 200,000 | 200,000 | 200,000 | 200,000 | 26,588 | 28,797 | 100.00% | 100.00% |
18/11/2015 | 7.43% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 30,435 | 32,731 | 100.00% | 100.00% |