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 | 16.24% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 28,634 | 33,634 | 29.40% | 29.40% |
23/08/2016 | 12.15% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 39,152 | 44,152 | 100.00% | 100.00% |
22/08/2016 | 10.10% | 0.09 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 47,153 | 52,153 | 99.99% | 99.99% |
19/08/2016 | 9.39% | 0.10 | 0.11 | 500,000 | 500,000 | 500,000 | 500,000 | 50,794 | 55,794 | 100.00% | 100.00% |
18/08/2016 | 10.27% | 0.09 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 46,290 | 51,290 | 99.99% | 99.99% |
17/08/2016 | 10.39% | 0.09 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 45,755 | 50,755 | 100.00% | 100.00% |
16/08/2016 | 11.52% | 0.08 | 0.09 | 500,000 | 500,000 | 500,000 | 500,000 | 41,018 | 46,018 | 100.00% | 100.00% |
15/08/2016 | 12.20% | 0.08 | 0.09 | 500,000 | 500,000 | 500,000 | 500,000 | 38,599 | 43,599 | 100.00% | 100.00% |