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 | 7.12% | 0.17 | 0.19 | 20,000 | 20,000 | 20,000 | 20,000 | 5,687 | 6,087 | 27.24% | 27.24% |
23/08/2016 | 4.01% | 0.35 | 0.37 | 20,000 | 20,000 | 20,000 | 20,000 | 10,074 | 10,474 | 100.00% | 100.00% |
22/08/2016 | 3.03% | 0.65 | 0.67 | 20,000 | 20,000 | 20,000 | 20,000 | 13,055 | 13,455 | 100.00% | 100.00% |
19/08/2016 | 2.72% | 0.74 | 0.76 | 20,000 | 20,000 | 20,000 | 20,000 | 14,514 | 14,914 | 100.00% | 100.00% |
18/08/2016 | 3.03% | 0.61 | 0.63 | 20,000 | 20,000 | 20,000 | 20,000 | 12,996 | 13,396 | 100.00% | 100.00% |
17/08/2016 | 3.14% | 0.66 | 0.68 | 20,000 | 20,000 | 20,000 | 20,000 | 12,576 | 12,976 | 100.00% | 100.00% |
16/08/2016 | 3.70% | 0.53 | 0.55 | 20,000 | 20,000 | 20,000 | 20,000 | 10,640 | 11,040 | 100.00% | 100.00% |
15/08/2016 | 4.08% | 0.49 | 0.51 | 20,000 | 20,000 | 20,000 | 20,000 | 9,624 | 10,024 | 100.00% | 100.00% |