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 | 5.01% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 29,225 | 30,725 | 0.64% | 0.64% |
26/11/2015 | 4.12% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 150,000 | 35,806 | 37,306 | 99.68% | 99.68% |
25/11/2015 | 3.01% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 150,000 | 49,162 | 50,662 | 100.00% | 100.00% |
24/11/2015 | 2.90% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 51,173 | 52,673 | 99.08% | 99.08% |
23/11/2015 | 2.77% | 0.37 | 0.38 | 150,000 | 150,000 | 150,000 | 150,000 | 53,539 | 55,039 | 100.00% | 100.00% |
20/11/2015 | 2.25% | 0.40 | 0.41 | 150,000 | 150,000 | 150,000 | 150,000 | 65,849 | 67,349 | 98.04% | 98.04% |
19/11/2015 | 2.19% | 0.41 | 0.42 | 150,000 | 150,000 | 150,000 | 150,000 | 67,946 | 69,446 | 100.00% | 100.00% |
18/11/2015 | 2.55% | 0.40 | 0.41 | 150,000 | 150,000 | 150,000 | 150,000 | 58,132 | 59,632 | 100.00% | 100.00% |