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 | - | - |
30/11/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/11/2015 | 3.18% | 0.22 | 0.23 | 200,000 | 200,000 | 200,000 | 200,000 | 63,714 | 65,714 | 32.80% | 32.80% |
26/11/2015 | 3.11% | 0.31 | 0.32 | 200,000 | 200,000 | 200,000 | 200,000 | 64,845 | 66,845 | 99.81% | 99.81% |
25/11/2015 | 1.78% | 0.49 | 0.50 | 200,000 | 200,000 | 200,000 | 200,000 | 112,777 | 114,777 | 96.98% | 96.98% |
24/11/2015 | 1.21% | 0.81 | 0.82 | 200,000 | 200,000 | 200,000 | 200,000 | 165,461 | 167,461 | 98.15% | 98.15% |
23/11/2015 | 1.63% | 0.53 | 0.54 | 200,000 | 200,000 | 200,000 | 200,000 | 121,697 | 123,697 | 98.73% | 98.73% |
20/11/2015 | 1.74% | 0.58 | 0.59 | 200,000 | 200,000 | 200,000 | 200,000 | 114,652 | 116,652 | 100.00% | 100.00% |
19/11/2015 | 1.95% | 0.59 | 0.60 | 200,000 | 200,000 | 200,000 | 200,000 | 102,324 | 104,324 | 99.62% | 99.62% |
18/11/2015 | 1.44% | 0.65 | 0.66 | 200,000 | 200,000 | 200,000 | 200,000 | 137,793 | 139,793 | 99.49% | 99.49% |