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 | 46.60% | 0.02 | 0.03 | 50,000 | 50,000 | 50,000 | 50,000 | 1,396 | 2,235 | 77.56% | 77.56% |
26/11/2015 | 39.26% | 0.04 | 0.06 | 50,000 | 50,000 | 50,000 | 50,000 | 2,091 | 3,102 | 98.51% | 98.51% |
25/11/2015 | 20.15% | 0.04 | 0.05 | 100,000 | 100,000 | 60,819 | 60,819 | 3,916 | 4,793 | 98.18% | 98.18% |
24/11/2015 | 15.95% | 0.09 | 0.10 | 100,000 | 100,000 | 60,904 | 60,904 | 5,435 | 6,311 | 97.39% | 97.39% |
23/11/2015 | 20.74% | 0.07 | 0.08 | 100,000 | 100,000 | 61,082 | 61,082 | 4,268 | 5,142 | 93.37% | 93.37% |
20/11/2015 | 13.89% | 0.10 | 0.11 | 100,000 | 100,000 | 60,972 | 60,972 | 6,077 | 6,955 | 96.85% | 96.85% |
19/11/2015 | 7.29% | 0.20 | 0.21 | 100,000 | 100,000 | 60,791 | 60,791 | 12,316 | 13,191 | 97.59% | 97.59% |