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 | - | - |
24/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/10/2016 | 9.60% | 0.04 | 0.09 | 500,000 | 500,000 | 499,993 | 499,988 | 59,313 | 64,597 | 80.73% | 80.73% |
19/10/2016 | 6.86% | 0.17 | 0.22 | 500,000 | 500,000 | 499,963 | 499,859 | 112,312 | 119,341 | 99.53% | 99.53% |
18/10/2016 | 4.31% | 0.23 | 0.24 | 500,000 | 500,000 | 499,741 | 499,877 | 116,188 | 121,214 | 99.67% | 99.67% |
17/10/2016 | 2.40% | 0.44 | 0.45 | 500,000 | 500,000 | 499,981 | 499,997 | 207,157 | 212,164 | 100.00% | 100.00% |
14/10/2016 | 2.74% | 0.33 | 0.34 | 500,000 | 500,000 | 499,945 | 499,704 | 187,168 | 192,069 | 99.40% | 99.40% |
13/10/2016 | 1.35% | 0.72 | 0.73 | 500,000 | 500,000 | 499,998 | 499,989 | 368,941 | 373,934 | 99.67% | 99.67% |
12/10/2016 | 2.59% | 0.45 | 0.46 | 486,987 | 500,000 | 499,950 | 499,972 | 192,825 | 197,837 | 99.40% | 99.40% |