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 | - | - |
27/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/10/2016 | - | 0.06 | 0.07 | 500,000 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/10/2016 | 12.28% | 0.08 | 0.09 | 500,000 | 50,000 | 496,678 | 50,000 | 47,188 | 5,364 | 95.25% | 95.25% |
24/10/2016 | 9.64% | 0.11 | 0.13 | 460,000 | 50,000 | 411,786 | 50,000 | 50,553 | 6,797 | 100.00% | 100.00% |
21/10/2016 | 8.98% | 0.13 | 0.14 | 390,000 | 50,000 | 413,347 | 50,000 | 50,527 | 6,707 | 100.00% | 100.00% |
20/10/2016 | 10.51% | 0.12 | 0.13 | 420,000 | 50,000 | 423,713 | 49,848 | 50,498 | 6,617 | 97.87% | 100.00% |
19/10/2016 | 7.11% | 0.15 | 0.16 | 340,000 | 50,000 | 327,265 | 50,000 | 51,121 | 8,396 | 94.31% | 94.31% |
18/10/2016 | 7.80% | 0.16 | 0.17 | 320,000 | 50,000 | 354,721 | 50,000 | 50,710 | 7,759 | 100.00% | 100.00% |
17/10/2016 | 8.04% | 0.13 | 0.14 | 390,000 | 50,000 | 369,903 | 50,000 | 50,527 | 7,416 | 100.00% | 100.00% |