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 | 7.33% | 0.08 | 0.10 | 500,000 | 100,000 | 343,975 | 100,000 | 50,336 | 17,167 | 71.04% | 71.04% |
11/02/2016 | 10.06% | 0.15 | 0.16 | 340,000 | 100,000 | 392,487 | 93,611 | 50,632 | 13,458 | 78.43% | 78.43% |
10/02/2016 | 4.44% | 0.25 | 0.26 | 200,000 | 100,000 | 230,024 | 100,000 | 50,630 | 23,314 | 100.00% | 100.00% |
09/02/2016 | 7.78% | 0.14 | 0.15 | 360,000 | 100,000 | 376,384 | 100,000 | 50,608 | 14,720 | 98.90% | 98.90% |
08/02/2016 | 3.71% | 0.21 | 0.22 | 240,000 | 100,000 | 176,386 | 100,000 | 51,621 | 30,878 | 100.00% | 100.00% |
05/02/2016 | 2.50% | 0.40 | 0.42 | 130,000 | 100,000 | 120,349 | 100,000 | 52,377 | 44,640 | 99.74% | 99.74% |
04/02/2016 | 2.38% | 0.43 | 0.44 | 120,000 | 100,000 | 114,405 | 100,000 | 52,257 | 46,865 | 100.00% | 100.00% |
03/02/2016 | 2.14% | 0.47 | 0.49 | 110,000 | 100,000 | 103,082 | 100,000 | 51,844 | 51,453 | 100.00% | 100.00% |