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 | 8.18% | 0.15 | 0.17 | 20,000 | 20,000 | 20,000 | 20,000 | 4,859 | 5,259 | 9.02% | 9.02% |
18/08/2016 | 3.66% | 0.51 | 0.53 | 20,000 | 20,000 | 20,000 | 20,000 | 10,740 | 11,140 | 23.06% | 23.06% |
17/08/2016 | 4.03% | 0.52 | 0.54 | 20,000 | 20,000 | 20,000 | 20,000 | 9,792 | 10,192 | 28.11% | 28.11% |
16/08/2016 | 4.55% | 0.43 | 0.45 | 20,000 | 20,000 | 20,000 | 20,000 | 8,640 | 9,040 | 100.00% | 100.00% |
15/08/2016 | 5.13% | 0.39 | 0.41 | 20,000 | 20,000 | 20,000 | 20,000 | 7,623 | 8,023 | 100.00% | 100.00% |
12/08/2016 | 4.72% | 0.42 | 0.44 | 20,000 | 20,000 | 19,059 | 19,056 | 7,870 | 8,250 | 100.00% | 100.00% |
11/08/2016 | 3.10% | 0.60 | 0.62 | 9,000 | 9,000 | 9,000 | 9,000 | 5,741 | 5,921 | 100.00% | 100.00% |
10/08/2016 | 2.96% | 0.60 | 0.62 | 10,000 | 10,000 | 10,000 | 10,000 | 6,689 | 6,889 | 100.00% | 100.00% |