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 | - | - |
15/02/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/02/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/02/2016 | 20.83% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 999,908 | 1,000,000 | 45,121 | 55,126 | 99.97% | 99.97% |
10/02/2016 | 10.86% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 87,268 | 97,268 | 99.29% | 99.29% |
09/02/2016 | 11.57% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 81,545 | 91,545 | 100.00% | 100.00% |
08/02/2016 | 10.09% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 94,955 | 104,955 | 99.99% | 99.99% |
05/02/2016 | 8.05% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 999,996 | 119,576 | 129,575 | 99.97% | 99.97% |
04/02/2016 | 7.63% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 999,987 | 126,191 | 136,190 | 99.99% | 99.99% |
03/02/2016 | 6.53% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 1,000,000 | 999,992 | 148,179 | 158,178 | 99.99% | 99.99% |