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 | - | - |
24/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/08/2015 | 18.51% | 0.09 | 0.12 | 400,000 | 100,000 | 400,000 | 100,000 | 47,309 | 14,207 | 99.85% | 99.85% |
19/08/2015 | 12.78% | 0.15 | 0.17 | 400,000 | 100,000 | 400,000 | 100,000 | 67,430 | 19,151 | 100.00% | 100.00% |
18/08/2015 | 9.97% | 0.22 | 0.24 | 400,000 | 100,000 | 400,000 | 100,000 | 89,485 | 24,720 | 100.00% | 100.00% |
17/08/2015 | 9.56% | 0.23 | 0.26 | 400,000 | 100,000 | 400,000 | 100,000 | 90,989 | 25,029 | 99.75% | 99.75% |
14/08/2015 | 9.74% | 0.24 | 0.27 | 400,000 | 100,000 | 400,000 | 100,000 | 95,593 | 26,347 | 100.00% | 100.00% |
13/08/2015 | 9.91% | 0.23 | 0.25 | 400,000 | 100,000 | 400,000 | 100,000 | 90,617 | 25,011 | 100.00% | 100.00% |
12/08/2015 | 9.86% | 0.19 | 0.22 | 400,000 | 100,000 | 400,000 | 100,000 | 88,034 | 24,285 | 100.00% | 100.00% |