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 | - | - |
25/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/08/2016 | 15.55% | 0.03 | 0.05 | 500,000 | 50,000 | 498,742 | 50,000 | 35,706 | 4,148 | 93.93% | 93.93% |
22/08/2016 | 7.49% | 0.14 | 0.15 | 360,000 | 50,000 | 374,064 | 50,000 | 50,749 | 7,476 | 100.00% | 100.00% |
19/08/2016 | 5.94% | 0.17 | 0.19 | 300,000 | 50,000 | 290,300 | 50,000 | 50,851 | 9,321 | 100.00% | 100.00% |
18/08/2016 | 6.59% | 0.16 | 0.17 | 320,000 | 50,000 | 318,137 | 49,923 | 51,016 | 8,578 | 100.00% | 100.00% |
17/08/2016 | 5.93% | 0.21 | 0.22 | 240,000 | 50,000 | 261,305 | 50,000 | 50,662 | 10,322 | 100.00% | 100.00% |
16/08/2016 | 5.74% | 0.19 | 0.20 | 270,000 | 50,000 | 255,627 | 50,000 | 50,479 | 10,509 | 99.68% | 99.68% |
15/08/2016 | 5.42% | 0.18 | 0.19 | 280,000 | 50,000 | 271,303 | 50,000 | 50,654 | 9,874 | 100.00% | 100.00% |