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 | - | - |
28/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/10/2016 | 12.97% | 0.02 | 0.03 | 250,000 | 250,000 | 250,000 | 250,000 | 20,033 | 22,533 | 97.56% | 97.56% |
25/10/2016 | 4.22% | 0.16 | 0.17 | 250,000 | 250,000 | 250,000 | 250,000 | 63,509 | 66,009 | 100.00% | 100.00% |
24/10/2016 | 3.07% | 0.30 | 0.31 | 250,000 | 250,000 | 250,000 | 250,000 | 80,453 | 82,953 | 100.00% | 100.00% |
21/10/2016 | 2.69% | 0.34 | 0.35 | 250,000 | 250,000 | 250,000 | 250,000 | 91,854 | 94,354 | 100.00% | 100.00% |
20/10/2016 | 2.27% | 0.40 | 0.41 | 250,000 | 250,000 | 250,000 | 250,000 | 109,108 | 111,608 | 99.39% | 99.39% |
19/10/2016 | 2.14% | 0.45 | 0.46 | 250,000 | 250,000 | 250,000 | 250,000 | 115,804 | 118,304 | 99.62% | 99.62% |
18/10/2016 | 1.82% | 0.52 | 0.53 | 250,000 | 250,000 | 250,000 | 250,000 | 135,886 | 138,386 | 99.91% | 99.91% |