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 | 38.81% | 0.03 | 0.04 | 500,000 | 25,000 | 500,000 | 25,000 | 14,934 | 1,114 | 25.81% | 25.81% |
26/11/2015 | 43.96% | 0.03 | 0.04 | 500,000 | 25,000 | 500,000 | 25,000 | 16,047 | 1,247 | 99.73% | 99.73% |
25/11/2015 | 25.66% | 0.03 | 0.05 | 500,000 | 25,000 | 500,000 | 25,000 | 27,612 | 1,752 | 95.41% | 95.41% |
24/11/2015 | 20.45% | 0.08 | 0.10 | 500,000 | 25,000 | 500,000 | 25,000 | 40,466 | 2,484 | 100.00% | 100.00% |
23/11/2015 | 14.84% | 0.08 | 0.10 | 500,000 | 25,000 | 500,000 | 25,000 | 43,497 | 2,526 | 94.28% | 94.28% |
20/11/2015 | 14.12% | 0.08 | 0.10 | 500,000 | 25,000 | 500,000 | 25,000 | 43,841 | 2,523 | 100.00% | 100.00% |
19/11/2015 | 17.29% | 0.09 | 0.10 | 500,000 | 25,000 | 500,000 | 25,000 | 41,633 | 2,474 | 94.48% | 94.48% |
18/11/2015 | 19.10% | 0.09 | 0.10 | 500,000 | 25,000 | 500,000 | 25,000 | 45,000 | 2,726 | 99.78% | 99.78% |