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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/11/2015 | 63.80% | 0.01 | 0.02 | 12,000,000 | 12,000,000 | 12,000,000 | 12,000,000 | 138,039 | 258,039 | 99.82% | 99.82% |
25/11/2015 | 28.57% | 0.03 | 0.04 | 12,000,000 | 12,000,000 | 12,000,000 | 12,000,000 | 360,000 | 480,000 | 99.39% | 99.39% |
24/11/2015 | 28.57% | 0.03 | 0.04 | 12,000,000 | 12,000,000 | 12,000,000 | 12,000,000 | 360,000 | 480,000 | 99.73% | 99.73% |
23/11/2015 | 28.57% | 0.03 | 0.04 | 12,000,000 | 12,000,000 | 12,000,000 | 12,000,000 | 360,000 | 480,000 | 98.80% | 98.80% |
20/11/2015 | 28.57% | 0.03 | 0.04 | 12,000,000 | 12,000,000 | 12,000,000 | 12,000,000 | 360,000 | 480,000 | 100.00% | 100.00% |
19/11/2015 | 28.57% | 0.03 | 0.04 | 12,000,000 | 12,000,000 | 12,000,000 | 12,000,000 | 360,000 | 480,000 | 98.87% | 98.87% |
18/11/2015 | 28.57% | 0.03 | 0.04 | 12,000,000 | 12,000,000 | 12,000,000 | 12,000,000 | 360,000 | 480,000 | 98.19% | 98.19% |