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 | 1.94% | 0.39 | 0.49 | 100,000 | 100,000 | 100,000 | 100,000 | 51,081 | 52,081 | 5.72% | 96.11% |
25/10/2016 | 1.05% | 0.97 | 0.98 | 100,000 | 100,000 | 100,000 | 100,000 | 94,505 | 95,505 | 100.00% | 100.00% |
24/10/2016 | 1.09% | 0.94 | 0.95 | 100,000 | 100,000 | 100,000 | 100,000 | 91,579 | 92,579 | 96.25% | 96.25% |
21/10/2016 | 1.04% | 0.94 | 0.95 | 100,000 | 100,000 | 100,000 | 100,000 | 95,767 | 96,767 | 100.00% | 100.00% |
20/10/2016 | 1.08% | 0.93 | 0.94 | 100,000 | 100,000 | 100,000 | 100,000 | 92,098 | 93,098 | 99.64% | 99.64% |
19/10/2016 | 1.08% | 0.92 | 0.93 | 100,000 | 100,000 | 100,000 | 100,000 | 92,099 | 93,099 | 100.00% | 100.00% |