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 | 8.42% | 0.15 | 0.17 | 340,000 | 50,000 | 281,097 | 50,000 | 50,691 | 9,821 | 8.09% | 8.09% |
25/10/2016 | 7.60% | 0.20 | 0.22 | 250,000 | 50,000 | 253,162 | 50,000 | 50,540 | 10,836 | 100.00% | 100.00% |
24/10/2016 | 5.84% | 0.21 | 0.22 | 240,000 | 50,000 | 196,165 | 50,000 | 50,987 | 14,031 | 100.00% | 100.00% |
21/10/2016 | 5.16% | 0.35 | 0.36 | 150,000 | 50,000 | 176,462 | 50,000 | 51,139 | 15,316 | 100.00% | 100.00% |
20/10/2016 | 4.77% | 0.26 | 0.28 | 200,000 | 50,000 | 156,900 | 49,957 | 51,462 | 17,288 | 100.00% | 100.00% |
19/10/2016 | 4.58% | 0.36 | 0.38 | 140,000 | 50,000 | 151,242 | 50,000 | 51,458 | 17,830 | 94.19% | 94.19% |
18/10/2016 | 3.71% | 0.35 | 0.36 | 150,000 | 50,000 | 128,138 | 50,000 | 51,725 | 21,030 | 100.00% | 100.00% |
17/10/2016 | 3.93% | 0.39 | 0.40 | 130,000 | 50,000 | 133,743 | 50,000 | 52,097 | 20,271 | 100.00% | 100.00% |