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 | 10.76% | 0.04 | 0.05 | 500,000 | 100,000 | 430,403 | 100,000 | 44,853 | 12,564 | 61.28% | 61.28% |
11/02/2016 | 16.79% | 0.09 | 0.10 | 500,000 | 100,000 | 499,403 | 93,617 | 37,317 | 8,177 | 78.42% | 78.42% |
10/02/2016 | 6.22% | 0.20 | 0.21 | 250,000 | 100,000 | 314,238 | 100,000 | 50,752 | 17,579 | 100.00% | 100.00% |
09/02/2016 | 13.60% | 0.08 | 0.09 | 500,000 | 100,000 | 495,149 | 100,000 | 38,853 | 9,018 | 98.90% | 98.90% |
08/02/2016 | 4.61% | 0.15 | 0.16 | 340,000 | 100,000 | 218,348 | 100,000 | 50,745 | 25,009 | 100.00% | 100.00% |
05/02/2016 | 3.06% | 0.35 | 0.36 | 150,000 | 100,000 | 138,297 | 100,000 | 52,010 | 38,807 | 99.74% | 99.74% |
04/02/2016 | 2.80% | 0.37 | 0.38 | 140,000 | 100,000 | 130,080 | 100,000 | 51,676 | 40,991 | 100.00% | 100.00% |
03/02/2016 | 2.23% | 0.42 | 0.43 | 120,000 | 100,000 | 118,992 | 100,000 | 52,790 | 45,453 | 100.00% | 100.00% |