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 | - | - |
27/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/10/2016 | 11.85% | 0.03 | 0.04 | 400,000 | 400,000 | 399,967 | 398,003 | 34,658 | 38,521 | 12.41% | 12.41% |
25/10/2016 | 4.00% | 0.17 | 0.18 | 400,000 | 399,500 | 399,980 | 399,999 | 99,479 | 103,482 | 99.52% | 99.52% |
24/10/2016 | 2.99% | 0.28 | 0.29 | 400,000 | 400,000 | 399,986 | 399,999 | 133,106 | 137,110 | 100.00% | 100.00% |
21/10/2016 | 2.63% | 0.36 | 0.37 | 400,000 | 400,000 | 399,998 | 399,996 | 150,725 | 154,725 | 100.00% | 100.00% |
20/10/2016 | 2.31% | 0.45 | 0.46 | 400,000 | 400,000 | 400,000 | 399,966 | 171,621 | 175,604 | 96.53% | 96.53% |
19/10/2016 | 2.14% | 0.50 | 0.51 | 400,000 | 400,000 | 400,000 | 400,000 | 185,131 | 189,131 | 99.73% | 99.73% |
18/10/2016 | 2.41% | 0.46 | 0.47 | 400,000 | 400,000 | 400,000 | 400,000 | 164,699 | 168,699 | 100.00% | 100.00% |
17/10/2016 | 2.63% | 0.34 | 0.35 | 400,000 | 400,000 | 399,979 | 399,999 | 150,689 | 154,695 | 100.00% | 100.00% |