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 | 39.66% | 0.03 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 20,452 | 3,045 | 36.49% | 36.49% |
25/10/2016 | 22.18% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 40,204 | 5,020 | 100.00% | 100.00% |
24/10/2016 | 28.57% | 0.05 | 0.07 | 500,000 | 50,000 | 500,000 | 50,000 | 30,526 | 4,053 | 100.00% | 100.00% |
21/10/2016 | 21.76% | 0.09 | 0.11 | 500,000 | 50,000 | 500,000 | 50,000 | 41,569 | 5,157 | 100.00% | 100.00% |
20/10/2016 | 14.72% | 0.13 | 0.15 | 390,000 | 50,000 | 396,867 | 49,851 | 50,265 | 7,423 | 100.00% | 100.00% |
19/10/2016 | 8.23% | 0.22 | 0.24 | 230,000 | 50,000 | 216,572 | 50,000 | 50,458 | 12,672 | 93.72% | 93.72% |
18/10/2016 | 7.15% | 0.26 | 0.28 | 200,000 | 50,000 | 189,899 | 50,000 | 51,215 | 14,498 | 100.00% | 100.00% |
17/10/2016 | 7.34% | 0.25 | 0.27 | 200,000 | 50,000 | 195,902 | 50,000 | 51,428 | 14,136 | 100.00% | 100.00% |