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 | - | 0.15 | 0.16 | 125,000 | 125,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/08/2016 | 4.41% | 0.20 | 0.21 | 125,000 | 125,000 | 125,000 | 125,000 | 27,816 | 29,066 | 99.97% | 99.97% |
22/08/2016 | 3.13% | 0.28 | 0.29 | 125,000 | 125,000 | 125,000 | 125,000 | 39,447 | 40,697 | 99.17% | 99.17% |
19/08/2016 | 2.77% | 0.41 | 0.42 | 125,000 | 125,000 | 125,000 | 125,000 | 44,578 | 45,828 | 99.88% | 99.88% |
18/08/2016 | 2.93% | 0.33 | 0.34 | 125,000 | 125,000 | 125,000 | 125,000 | 42,020 | 43,270 | 99.79% | 99.79% |
17/08/2016 | 2.99% | 0.34 | 0.35 | 125,000 | 125,000 | 125,000 | 125,000 | 41,278 | 42,528 | 99.75% | 99.75% |
16/08/2016 | 3.34% | 0.32 | 0.33 | 125,000 | 125,000 | 125,000 | 125,000 | 36,893 | 38,143 | 99.84% | 99.84% |
15/08/2016 | 2.69% | 0.36 | 0.37 | 125,000 | 125,000 | 125,000 | 125,000 | 45,969 | 47,219 | 100.00% | 100.00% |