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 | - | - |
25/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/08/2016 | 31.74% | 0.01 | 0.03 | 25,000 | 25,000 | 499,732 | 25,000 | 15,438 | 1,037 | 1.32% | 1.32% |
23/08/2016 | 29.70% | 0.04 | 0.05 | 500,000 | 25,000 | 500,000 | 25,000 | 17,747 | 1,191 | 100.00% | 100.00% |
22/08/2016 | 26.39% | 0.05 | 0.06 | 500,000 | 25,000 | 500,000 | 25,000 | 18,107 | 1,176 | 100.00% | 100.00% |
19/08/2016 | 25.89% | 0.04 | 0.06 | 500,000 | 25,000 | 500,000 | 25,000 | 20,091 | 1,298 | 100.00% | 100.00% |
18/08/2016 | 32.42% | 0.03 | 0.05 | 500,000 | 25,000 | 500,000 | 24,961 | 18,511 | 1,270 | 100.00% | 100.00% |
17/08/2016 | 25.80% | 0.05 | 0.06 | 500,000 | 25,000 | 500,000 | 25,000 | 18,418 | 1,186 | 100.00% | 100.00% |
16/08/2016 | 18.18% | 0.05 | 0.06 | 500,000 | 25,000 | 500,000 | 25,000 | 25,000 | 1,500 | 99.67% | 99.67% |
15/08/2016 | 18.99% | 0.05 | 0.06 | 500,000 | 25,000 | 500,000 | 25,000 | 24,573 | 1,485 | 100.00% | 100.00% |