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 | 3.01% | 0.23 | 0.26 | 100,000 | 100,000 | 100,000 | 99,996 | 32,871 | 33,870 | 72.52% | 97.55% |
23/08/2016 | 2.70% | 0.35 | 0.36 | 100,000 | 100,000 | 99,998 | 100,000 | 36,527 | 37,528 | 100.00% | 100.00% |
22/08/2016 | 3.13% | 0.34 | 0.35 | 100,000 | 100,000 | 100,000 | 99,951 | 31,500 | 32,483 | 100.00% | 100.00% |
19/08/2016 | 2.44% | 0.41 | 0.42 | 100,000 | 100,000 | 100,000 | 100,000 | 40,658 | 41,658 | 100.00% | 100.00% |
18/08/2016 | 2.17% | 0.45 | 0.46 | 100,000 | 100,000 | 100,000 | 100,000 | 45,717 | 46,717 | 100.00% | 100.00% |
17/08/2016 | 2.47% | 0.42 | 0.43 | 100,000 | 100,000 | 100,000 | 100,000 | 39,968 | 40,968 | 100.00% | 100.00% |
16/08/2016 | 2.18% | 0.44 | 0.45 | 100,000 | 100,000 | 100,000 | 100,000 | 45,563 | 46,563 | 100.00% | 100.00% |
15/08/2016 | 2.69% | 0.39 | 0.40 | 100,000 | 100,000 | 100,000 | 100,000 | 36,773 | 37,773 | 100.00% | 100.00% |