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 | 9.27% | 0.10 | 0.12 | 500,000 | 100,000 | 380,342 | 100,000 | 50,747 | 14,927 | 47.52% | 47.52% |
26/11/2015 | 9.07% | 0.13 | 0.15 | 390,000 | 100,000 | 387,898 | 100,000 | 50,647 | 14,385 | 100.00% | 100.00% |
25/11/2015 | 7.74% | 0.15 | 0.16 | 340,000 | 100,000 | 289,933 | 100,000 | 50,817 | 19,717 | 99.70% | 99.70% |
24/11/2015 | 4.28% | 0.28 | 0.29 | 200,000 | 100,000 | 200,592 | 100,000 | 55,876 | 29,085 | 100.00% | 100.00% |
23/11/2015 | 6.82% | 0.18 | 0.19 | 280,000 | 100,000 | 291,873 | 100,000 | 50,869 | 18,718 | 100.00% | 100.00% |
20/11/2015 | 8.12% | 0.13 | 0.15 | 390,000 | 100,000 | 348,288 | 100,000 | 50,822 | 16,005 | 100.00% | 100.00% |
19/11/2015 | 10.25% | 0.19 | 0.20 | 270,000 | 100,000 | 367,876 | 100,000 | 50,632 | 15,376 | 100.00% | 100.00% |
18/11/2015 | 7.15% | 0.16 | 0.17 | 320,000 | 100,000 | 285,889 | 100,000 | 50,715 | 19,120 | 100.00% | 100.00% |