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 | 9.19% | 0.01 | 0.03 | 200,000 | 200,000 | 437,163 | 200,000 | 48,465 | 24,716 | 78.51% | 78.51% |
25/10/2016 | 3.36% | 0.30 | 0.31 | 200,000 | 200,000 | 200,000 | 200,000 | 58,549 | 60,549 | 100.00% | 100.00% |
24/10/2016 | 3.48% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 56,513 | 58,513 | 100.00% | 100.00% |
21/10/2016 | 4.40% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 59,142 | 61,807 | 100.00% | 100.00% |
20/10/2016 | 4.03% | 0.28 | 0.30 | 200,000 | 200,000 | 199,941 | 199,407 | 56,214 | 58,368 | 100.00% | 100.00% |
19/10/2016 | 4.97% | 0.28 | 0.29 | 200,000 | 200,000 | 200,000 | 200,000 | 55,895 | 58,744 | 94.31% | 94.31% |
18/10/2016 | 6.25% | 0.26 | 0.28 | 200,000 | 200,000 | 204,550 | 200,000 | 50,711 | 52,816 | 100.00% | 100.00% |