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 | - | - |
27/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/10/2016 | - | 0.27 | 0.35 | 60,000 | 43,600 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
25/10/2016 | 7.54% | 0.32 | 0.35 | 60,000 | 43,600 | 60,000 | 43,600 | 23,080 | 18,079 | 100.00% | 100.00% |
24/10/2016 | 6.75% | 0.39 | 0.42 | 60,000 | 43,600 | 60,000 | 43,600 | 25,853 | 20,094 | 100.00% | 100.00% |
21/10/2016 | 5.71% | 0.49 | 0.52 | 60,000 | 43,600 | 60,000 | 43,600 | 30,675 | 23,598 | 100.00% | 100.00% |
20/10/2016 | 5.58% | 0.50 | 0.53 | 60,000 | 43,600 | 60,000 | 43,956 | 31,393 | 24,323 | 100.00% | 100.00% |
19/10/2016 | 5.68% | 0.53 | 0.56 | 60,000 | 46,100 | 60,000 | 46,100 | 30,895 | 25,121 | 100.00% | 100.00% |
18/10/2016 | 6.20% | 0.47 | 0.50 | 60,000 | 46,100 | 60,000 | 46,100 | 28,123 | 22,991 | 99.36% | 99.36% |
17/10/2016 | 5.86% | 0.43 | 0.46 | 60,000 | 46,100 | 60,000 | 46,100 | 29,845 | 24,314 | 100.00% | 100.00% |