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 | - | - |
16/11/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/11/2016 | - | 0.26 | - | 200,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 1.00% |
14/11/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/11/2016 | 3.57% | 0.24 | 0.25 | 210,000 | 20,000 | 185,272 | 12,149 | 50,970 | 3,515 | 99.99% | 99.99% |
10/11/2016 | 4.34% | 0.25 | 0.26 | 200,000 | 20,000 | 224,174 | 12,166 | 50,588 | 3,004 | 99.99% | 99.99% |
09/11/2016 | 8.69% | 0.13 | 0.14 | 390,000 | 20,000 | 452,728 | 7,892 | 49,921 | 976 | 63.65% | 63.65% |
08/11/2016 | 8.83% | 0.12 | 0.13 | 420,000 | 20,000 | 465,788 | 12,167 | 50,441 | 1,429 | 99.98% | 99.98% |
07/11/2016 | 9.04% | 0.11 | 0.12 | 460,000 | 20,000 | 476,785 | 12,167 | 50,341 | 1,411 | 99.98% | 99.98% |
04/11/2016 | 11.71% | 0.09 | 0.10 | 500,000 | 20,000 | 500,000 | 13,414 | 40,381 | 1,230 | 100.00% | 100.00% |