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 | - | - |
15/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/08/2016 | 0.99% | 1.01 | 1.02 | 75,000 | 2,500 | 75,000 | 2,500 | 75,750 | 2,550 | 100.00% | 100.00% |
11/08/2016 | 0.99% | 1.00 | 1.01 | 75,000 | 2,500 | 61,826 | 2,500 | 62,357 | 2,551 | 100.00% | 100.00% |
10/08/2016 | 0.94% | 1.06 | 1.07 | 50,000 | 2,500 | 50,000 | 2,500 | 53,203 | 2,685 | 100.00% | 100.00% |
09/08/2016 | 0.90% | 1.08 | 1.09 | 50,000 | 2,500 | 50,000 | 2,500 | 55,016 | 2,776 | 100.00% | 100.00% |
08/08/2016 | 0.89% | 1.12 | 1.13 | 50,000 | 2,500 | 50,000 | 2,500 | 55,974 | 2,824 | 98.74% | 98.74% |
05/08/2016 | 0.86% | 1.14 | 1.15 | 50,000 | 2,500 | 50,000 | 2,500 | 57,758 | 2,913 | 100.00% | 100.00% |
04/08/2016 | 0.82% | 1.20 | 1.21 | 50,000 | 2,500 | 50,000 | 2,500 | 61,076 | 3,079 | 100.00% | 100.00% |
03/08/2016 | 0.78% | 1.27 | 1.28 | 50,000 | 2,500 | 50,000 | 2,500 | 63,688 | 3,209 | 100.00% | 100.00% |