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 | - | - |
26/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/08/2016 | 44.29% | 0.01 | 0.03 | 100,000 | 100,000 | 499,801 | 100,000 | 18,441 | 5,689 | 99.25% | 99.25% |
23/08/2016 | 34.64% | 0.05 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 24,120 | 6,824 | 100.00% | 100.00% |
22/08/2016 | 38.71% | 0.04 | 0.06 | 500,000 | 100,000 | 500,000 | 100,000 | 22,527 | 6,505 | 99.99% | 99.99% |
19/08/2016 | 30.21% | 0.05 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 28,715 | 7,743 | 100.00% | 100.00% |
18/08/2016 | 23.35% | 0.07 | 0.09 | 500,000 | 100,000 | 500,000 | 99,836 | 38,201 | 9,629 | 100.00% | 100.00% |
17/08/2016 | 27.47% | 0.05 | 0.07 | 500,000 | 100,000 | 500,000 | 100,000 | 31,859 | 8,372 | 100.00% | 100.00% |
16/08/2016 | 20.52% | 0.09 | 0.11 | 500,000 | 100,000 | 500,000 | 100,000 | 43,982 | 10,796 | 100.00% | 100.00% |