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 | - | - |
01/12/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/11/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/11/2015 | 1.74% | 0.54 | 0.55 | 40,000 | 40,000 | 40,000 | 40,000 | 22,846 | 23,246 | 79.02% | 79.02% |
26/11/2015 | 1.68% | 0.58 | 0.59 | 40,000 | 40,000 | 40,000 | 40,000 | 23,557 | 23,957 | 100.00% | 100.00% |
25/11/2015 | 1.62% | 0.60 | 0.61 | 40,000 | 40,000 | 40,000 | 40,000 | 24,525 | 24,925 | 100.00% | 100.00% |
24/11/2015 | 1.46% | 0.71 | 0.72 | 40,000 | 40,000 | 40,000 | 40,000 | 27,137 | 27,537 | 99.09% | 99.09% |
23/11/2015 | 1.62% | 0.61 | 0.62 | 40,000 | 40,000 | 40,000 | 40,000 | 24,463 | 24,863 | 100.00% | 100.00% |
20/11/2015 | 1.56% | 0.62 | 0.63 | 40,000 | 40,000 | 40,000 | 40,000 | 25,470 | 25,870 | 99.83% | 99.83% |
19/11/2015 | 1.52% | 0.72 | 0.73 | 40,000 | 40,000 | 40,000 | 40,000 | 26,072 | 26,472 | 100.00% | 100.00% |