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 | 19.04% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 24,110 | 5,822 | 33.71% | 33.71% |
11/02/2016 | 21.66% | 0.05 | 0.06 | 500,000 | 100,000 | 500,000 | 92,924 | 26,241 | 5,984 | 83.88% | 83.88% |
10/02/2016 | 12.53% | 0.07 | 0.08 | 500,000 | 100,000 | 500,000 | 100,000 | 37,849 | 8,570 | 99.98% | 99.98% |
09/02/2016 | 16.22% | 0.06 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 30,019 | 7,047 | 100.00% | 100.00% |
08/02/2016 | 10.51% | 0.09 | 0.10 | 500,000 | 100,000 | 491,170 | 100,000 | 48,335 | 10,952 | 100.00% | 100.00% |
05/02/2016 | 10.07% | 0.12 | 0.13 | 420,000 | 100,000 | 468,539 | 100,000 | 49,981 | 11,836 | 100.00% | 100.00% |
04/02/2016 | 11.01% | 0.10 | 0.11 | 500,000 | 100,000 | 498,172 | 100,000 | 46,869 | 10,508 | 100.00% | 100.00% |
03/02/2016 | 8.06% | 0.11 | 0.12 | 460,000 | 100,000 | 407,651 | 100,000 | 50,598 | 13,502 | 100.00% | 100.00% |