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 | 8.29% | 0.26 | 0.28 | 200,000 | 50,000 | 218,485 | 50,000 | 50,545 | 12,578 | 100.00% | 100.00% |
24/08/2016 | 7.16% | 0.26 | 0.28 | 200,000 | 50,000 | 190,574 | 50,000 | 51,321 | 14,471 | 100.00% | 100.00% |
23/08/2016 | 6.51% | 0.29 | 0.31 | 180,000 | 50,000 | 173,646 | 50,000 | 51,615 | 15,870 | 100.00% | 100.00% |
22/08/2016 | 7.13% | 0.29 | 0.31 | 180,000 | 50,000 | 188,984 | 50,000 | 51,070 | 14,536 | 100.00% | 100.00% |
19/08/2016 | 6.75% | 0.28 | 0.30 | 180,000 | 50,000 | 178,606 | 50,000 | 51,144 | 15,325 | 100.00% | 100.00% |
18/08/2016 | 6.40% | 0.31 | 0.33 | 170,000 | 50,000 | 171,605 | 49,918 | 52,077 | 16,159 | 100.00% | 100.00% |
17/08/2016 | 7.08% | 0.26 | 0.28 | 200,000 | 50,000 | 187,343 | 50,000 | 51,076 | 14,787 | 100.00% | 100.00% |