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 | - | - |
15/02/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/02/2016 | 63.28% | 0.01 | 0.02 | 100,000 | 100,000 | 100,000 | 100,000 | 1,699 | 3,097 | 23.59% | 23.59% |
11/02/2016 | 55.82% | 0.02 | 0.04 | 100,000 | 100,000 | 92,734 | 92,734 | 2,001 | 3,437 | 81.68% | 81.68% |
10/02/2016 | 23.00% | 0.04 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 4,400 | 5,507 | 100.00% | 100.00% |
09/02/2016 | 32.14% | 0.03 | 0.04 | 100,000 | 100,000 | 100,000 | 99,948 | 2,957 | 4,022 | 100.00% | 100.00% |
08/02/2016 | 15.71% | 0.06 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 6,426 | 7,519 | 100.00% | 100.00% |
05/02/2016 | 13.71% | 0.08 | 0.09 | 100,000 | 100,000 | 100,000 | 100,000 | 7,237 | 8,293 | 100.00% | 100.00% |
04/02/2016 | 17.62% | 0.07 | 0.08 | 100,000 | 100,000 | 100,000 | 99,948 | 6,059 | 7,222 | 99.53% | 100.00% |
03/02/2016 | 12.07% | 0.08 | 0.09 | 100,000 | 100,000 | 100,000 | 99,945 | 8,854 | 9,978 | 94.16% | 100.00% |