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 | - | - |
27/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/10/2016 | 34.50% | 0.02 | 0.04 | 50,000 | 50,000 | 496,771 | 50,000 | 14,435 | 2,047 | 4.06% | 4.06% |
25/10/2016 | 11.40% | 0.05 | 0.06 | 500,000 | 50,000 | 486,476 | 50,000 | 44,977 | 5,183 | 100.00% | 100.00% |
24/10/2016 | 7.06% | 0.11 | 0.12 | 460,000 | 50,000 | 353,446 | 50,000 | 50,742 | 7,838 | 100.00% | 100.00% |
21/10/2016 | 5.40% | 0.19 | 0.21 | 270,000 | 50,000 | 253,761 | 50,000 | 50,312 | 10,473 | 100.00% | 100.00% |
20/10/2016 | 5.47% | 0.20 | 0.21 | 250,000 | 50,000 | 249,712 | 49,851 | 50,330 | 10,633 | 100.00% | 100.00% |
19/10/2016 | 5.16% | 0.21 | 0.22 | 240,000 | 50,000 | 252,606 | 50,000 | 50,445 | 10,539 | 94.31% | 94.31% |
18/10/2016 | 6.17% | 0.18 | 0.19 | 280,000 | 50,000 | 307,132 | 50,000 | 51,011 | 8,890 | 100.00% | 100.00% |
17/10/2016 | 8.85% | 0.13 | 0.14 | 390,000 | 50,000 | 412,056 | 50,000 | 50,517 | 6,715 | 100.00% | 100.00% |