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 | - | - |
29/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/08/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/08/2016 | 8.57% | 0.25 | 0.27 | 200,000 | 50,000 | 226,327 | 50,000 | 50,560 | 12,184 | 100.00% | 100.00% |
24/08/2016 | 7.37% | 0.26 | 0.28 | 200,000 | 50,000 | 198,667 | 50,000 | 51,907 | 14,067 | 100.00% | 100.00% |
23/08/2016 | 6.64% | 0.29 | 0.31 | 180,000 | 50,000 | 177,959 | 50,000 | 51,829 | 15,568 | 100.00% | 100.00% |
22/08/2016 | 7.34% | 0.28 | 0.30 | 180,000 | 50,000 | 194,469 | 50,000 | 51,073 | 14,145 | 100.00% | 100.00% |
19/08/2016 | 6.91% | 0.27 | 0.29 | 190,000 | 50,000 | 181,921 | 50,000 | 50,859 | 14,991 | 100.00% | 100.00% |
18/08/2016 | 6.56% | 0.31 | 0.33 | 170,000 | 50,000 | 173,460 | 49,918 | 51,304 | 15,775 | 100.00% | 100.00% |
17/08/2016 | 7.26% | 0.25 | 0.27 | 200,000 | 50,000 | 192,948 | 50,000 | 51,258 | 14,449 | 100.00% | 100.00% |