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 | - | - |
18/11/2016 | 66.67% | 0.01 | 0.02 | 850,000 | 850,000 | 850,000 | 850,000 | 8,500 | 17,000 | 1.29% | 100.00% |
17/11/2016 | 63.81% | 0.01 | 0.02 | 950,000 | 950,000 | 950,000 | 950,000 | 10,518 | 20,018 | 94.88% | 94.88% |
16/11/2016 | 36.93% | 0.01 | 0.02 | 800,000 | 800,000 | 800,000 | 800,000 | 18,228 | 26,228 | 98.03% | 98.03% |
15/11/2016 | 39.21% | 0.02 | 0.03 | 825,000 | 825,000 | 825,000 | 825,000 | 17,072 | 25,322 | 98.63% | 98.63% |
14/11/2016 | 26.95% | 0.02 | 0.03 | 925,000 | 925,000 | 925,000 | 925,000 | 30,725 | 39,975 | 99.77% | 99.77% |
11/11/2016 | 29.85% | 0.02 | 0.03 | 925,000 | 925,000 | 925,000 | 925,000 | 26,712 | 35,962 | 97.09% | 97.09% |
10/11/2016 | 29.32% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,744 | 40,744 | 98.64% | 98.64% |
09/11/2016 | 58.00% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,264 | 23,264 | 96.77% | 99.83% |
08/11/2016 | 66.62% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,016 | 20,016 | 97.20% | 97.20% |