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 | - | - |
19/08/2016 | 22.01% | 0.08 | 0.10 | 400,000 | 400,000 | 399,093 | 400,000 | 32,476 | 40,555 | 99.68% | 100.00% |
18/08/2016 | 19.17% | 0.10 | 0.12 | 400,000 | 400,000 | 399,886 | 400,000 | 37,826 | 45,837 | 100.00% | 100.00% |
17/08/2016 | 18.16% | 0.09 | 0.11 | 500,000 | 500,000 | 496,057 | 496,057 | 49,880 | 59,801 | 100.00% | 100.00% |
16/08/2016 | 7.55% | 0.13 | 0.14 | 500,000 | 500,000 | 499,930 | 499,944 | 63,872 | 68,874 | 100.00% | 100.00% |
15/08/2016 | 6.87% | 0.14 | 0.15 | 500,000 | 500,000 | 497,954 | 497,954 | 70,052 | 75,031 | 100.00% | 100.00% |
12/08/2016 | 7.05% | 0.13 | 0.14 | 500,000 | 500,000 | 499,942 | 500,000 | 68,528 | 73,537 | 100.00% | 100.00% |
11/08/2016 | 9.18% | 0.11 | 0.12 | 500,000 | 500,000 | 616,799 | 617,080 | 63,874 | 70,074 | 99.59% | 99.59% |
10/08/2016 | 9.19% | 0.11 | 0.12 | 500,000 | 500,000 | 727,029 | 726,491 | 75,525 | 82,736 | 100.00% | 100.00% |
09/08/2016 | 13.28% | 0.09 | 0.10 | 750,000 | 750,000 | 749,959 | 750,000 | 53,035 | 60,539 | 100.00% | 100.00% |