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 | - | - |
18/01/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/01/2016 | 2.87% | 0.16 | 0.17 | 320,000 | 300,000 | 299,621 | 299,193 | 109,598 | 112,501 | 69.27% | 69.27% |
14/01/2016 | 2.27% | 0.58 | 0.59 | 300,000 | 300,000 | 300,000 | 300,000 | 135,212 | 138,237 | 99.72% | 99.72% |
13/01/2016 | 1.17% | 0.76 | 0.77 | 300,000 | 300,000 | 300,000 | 300,000 | 255,735 | 258,748 | 99.48% | 99.48% |
12/01/2016 | 1.59% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 193,446 | 196,483 | 100.00% | 100.00% |
11/01/2016 | 2.05% | 0.40 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 146,178 | 149,178 | 99.57% | 99.57% |
08/01/2016 | 1.30% | 0.54 | 0.55 | 300,000 | 300,000 | 300,000 | 300,000 | 233,041 | 236,041 | 99.39% | 99.39% |
07/01/2016 | 1.49% | 0.84 | 0.85 | 300,000 | 300,000 | 288,267 | 287,963 | 219,010 | 221,774 | 98.33% | 98.33% |
06/01/2016 | 0.84% | 1.17 | 1.18 | 300,000 | 300,000 | 300,000 | 300,000 | 355,313 | 358,313 | 100.00% | 100.00% |