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 | - | 0.02 | 0.04 | 50,000 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
11/02/2016 | 9.92% | 0.06 | 0.07 | 500,000 | 50,000 | 430,772 | 50,000 | 47,642 | 6,265 | 87.19% | 87.19% |
10/02/2016 | 4.52% | 0.26 | 0.27 | 200,000 | 50,000 | 205,983 | 50,000 | 50,765 | 13,028 | 100.00% | 100.00% |
09/02/2016 | 8.65% | 0.15 | 0.16 | 340,000 | 50,000 | 379,890 | 50,000 | 48,334 | 7,365 | 100.00% | 100.00% |
08/02/2016 | 3.84% | 0.17 | 0.18 | 300,000 | 50,000 | 182,084 | 50,000 | 51,436 | 15,172 | 100.00% | 100.00% |
05/02/2016 | 2.03% | 0.46 | 0.47 | 110,000 | 50,000 | 100,553 | 50,000 | 52,840 | 26,912 | 100.00% | 100.00% |
04/02/2016 | 1.69% | 0.57 | 0.58 | 90,000 | 50,000 | 83,364 | 50,000 | 53,886 | 32,995 | 100.00% | 100.00% |
03/02/2016 | 1.49% | 0.69 | 0.70 | 80,000 | 50,000 | 73,932 | 50,000 | 53,137 | 36,566 | 100.00% | 100.00% |