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 | 9.77% | 0.07 | 0.08 | 500,000 | 25,000 | 487,902 | 25,000 | 47,962 | 2,715 | 1.51% | 1.51% |
23/08/2016 | 9.83% | 0.11 | 0.12 | 460,000 | 25,000 | 469,520 | 25,000 | 50,403 | 2,968 | 100.00% | 100.00% |
22/08/2016 | 9.93% | 0.12 | 0.13 | 420,000 | 25,000 | 471,777 | 25,000 | 50,348 | 2,956 | 100.00% | 100.00% |
19/08/2016 | 9.50% | 0.12 | 0.13 | 420,000 | 25,000 | 452,355 | 25,000 | 50,532 | 3,076 | 100.00% | 100.00% |
18/08/2016 | 12.04% | 0.10 | 0.12 | 500,000 | 25,000 | 466,862 | 24,961 | 50,403 | 3,046 | 100.00% | 100.00% |
17/08/2016 | 9.66% | 0.12 | 0.13 | 420,000 | 25,000 | 470,179 | 25,000 | 50,308 | 2,958 | 100.00% | 100.00% |
16/08/2016 | 8.01% | 0.12 | 0.13 | 420,000 | 25,000 | 420,000 | 25,000 | 50,400 | 3,250 | 99.67% | 99.67% |
15/08/2016 | 8.22% | 0.12 | 0.13 | 420,000 | 25,000 | 422,373 | 25,000 | 50,412 | 3,241 | 100.00% | 100.00% |