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 | - | - |
28/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/10/2016 | 13.37% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 35,344 | 4,034 | 82.40% | 82.40% |
25/10/2016 | 10.10% | 0.09 | 0.10 | 500,000 | 50,000 | 499,136 | 50,000 | 47,062 | 5,216 | 100.00% | 100.00% |
24/10/2016 | 9.37% | 0.10 | 0.11 | 500,000 | 50,000 | 492,557 | 50,000 | 50,111 | 5,593 | 100.00% | 100.00% |
21/10/2016 | 7.87% | 0.12 | 0.13 | 420,000 | 50,000 | 413,544 | 50,000 | 50,476 | 6,611 | 100.00% | 100.00% |
20/10/2016 | 8.10% | 0.13 | 0.14 | 390,000 | 50,000 | 420,932 | 49,851 | 50,470 | 6,496 | 100.00% | 100.00% |
19/10/2016 | 7.09% | 0.14 | 0.15 | 360,000 | 50,000 | 371,800 | 50,000 | 50,553 | 7,322 | 94.31% | 94.31% |
18/10/2016 | 6.43% | 0.17 | 0.18 | 300,000 | 50,000 | 338,396 | 50,000 | 50,906 | 8,040 | 100.00% | 100.00% |