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 | 11.88% | 0.03 | 0.04 | 150,000 | 150,000 | 150,000 | 150,000 | 12,353 | 13,853 | 22.04% | 22.04% |
26/11/2015 | 10.54% | 0.08 | 0.09 | 150,000 | 150,000 | 150,000 | 150,000 | 13,665 | 15,165 | 99.13% | 99.13% |
25/11/2015 | 7.03% | 0.11 | 0.12 | 150,000 | 150,000 | 150,000 | 150,000 | 20,742 | 22,242 | 98.50% | 98.50% |
24/11/2015 | 7.25% | 0.14 | 0.15 | 150,000 | 150,000 | 150,000 | 150,000 | 19,997 | 21,497 | 99.66% | 99.66% |
23/11/2015 | 7.65% | 0.14 | 0.15 | 150,000 | 150,000 | 150,000 | 150,000 | 19,006 | 20,506 | 98.86% | 98.86% |
20/11/2015 | 7.87% | 0.12 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 18,381 | 19,881 | 99.66% | 99.66% |
19/11/2015 | 13.24% | 0.06 | 0.07 | 150,000 | 150,000 | 150,000 | 150,000 | 10,794 | 12,294 | 99.65% | 99.65% |
18/11/2015 | 7.01% | 0.12 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 20,886 | 22,386 | 99.82% | 99.82% |