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 | 27.40% | 0.13 | 0.17 | 390,000 | 25,000 | 401,567 | 25,000 | 50,584 | 4,154 | 0.10% | 0.10% |
25/08/2016 | 4.81% | 0.43 | 0.45 | 120,000 | 50,000 | 128,990 | 50,000 | 52,329 | 21,291 | 100.00% | 100.00% |
24/08/2016 | 4.42% | 0.44 | 0.46 | 120,000 | 50,000 | 119,661 | 50,000 | 52,956 | 23,130 | 100.00% | 100.00% |
23/08/2016 | 4.14% | 0.47 | 0.49 | 110,000 | 50,000 | 110,000 | 50,000 | 52,006 | 24,639 | 100.00% | 100.00% |
22/08/2016 | 4.41% | 0.46 | 0.48 | 110,000 | 50,000 | 119,444 | 50,000 | 53,039 | 23,206 | 100.00% | 100.00% |
19/08/2016 | 4.23% | 0.46 | 0.48 | 110,000 | 50,000 | 111,142 | 50,000 | 51,379 | 24,120 | 100.00% | 100.00% |
18/08/2016 | 4.11% | 0.49 | 0.51 | 110,000 | 50,000 | 110,000 | 49,918 | 52,598 | 24,870 | 100.00% | 100.00% |
17/08/2016 | 4.37% | 0.43 | 0.45 | 120,000 | 50,000 | 117,749 | 50,000 | 52,720 | 23,491 | 100.00% | 100.00% |