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 | 25.79% | 0.02 | 0.03 | 500,000 | 200,000 | 500,000 | 200,000 | 20,681 | 10,272 | 4.25% | 4.25% |
25/10/2016 | 5.03% | 0.20 | 0.21 | 250,000 | 200,000 | 262,651 | 200,000 | 50,867 | 40,777 | 100.00% | 100.00% |
24/10/2016 | 5.27% | 0.19 | 0.20 | 270,000 | 200,000 | 274,127 | 200,000 | 50,640 | 38,993 | 100.00% | 100.00% |
21/10/2016 | 4.91% | 0.19 | 0.20 | 270,000 | 200,000 | 254,636 | 200,000 | 50,584 | 41,807 | 100.00% | 100.00% |
20/10/2016 | 5.40% | 0.19 | 0.20 | 270,000 | 200,000 | 277,447 | 199,406 | 50,644 | 38,427 | 100.00% | 100.00% |
19/10/2016 | 5.30% | 0.18 | 0.19 | 280,000 | 200,000 | 276,448 | 200,000 | 50,760 | 38,744 | 94.31% | 94.31% |
18/10/2016 | 6.30% | 0.17 | 0.18 | 300,000 | 200,000 | 331,799 | 200,000 | 51,002 | 32,820 | 100.00% | 100.00% |
17/10/2016 | 5.80% | 0.16 | 0.17 | 320,000 | 200,000 | 304,945 | 200,000 | 51,049 | 35,505 | 100.00% | 100.00% |