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 | 13.12% | 0.05 | 0.06 | 500,000 | 300,000 | 500,000 | 300,000 | 36,494 | 24,896 | 1.79% | 1.79% |
25/10/2016 | 5.05% | 0.12 | 0.13 | 420,000 | 300,000 | 308,986 | 300,000 | 60,600 | 62,418 | 99.83% | 99.83% |
24/10/2016 | 3.54% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 84,422 | 87,422 | 99.54% | 99.54% |
21/10/2016 | 3.17% | 0.29 | 0.30 | 300,000 | 300,000 | 300,000 | 300,000 | 93,519 | 96,519 | 100.00% | 100.00% |
20/10/2016 | 2.74% | 0.39 | 0.40 | 300,000 | 300,000 | 300,000 | 300,000 | 109,184 | 112,194 | 95.47% | 95.47% |
19/10/2016 | 2.51% | 0.44 | 0.45 | 300,000 | 300,000 | 300,000 | 300,000 | 118,393 | 121,393 | 94.42% | 94.42% |
18/10/2016 | 2.83% | 0.40 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 105,271 | 108,271 | 99.78% | 99.78% |
17/10/2016 | 3.16% | 0.28 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 93,946 | 96,946 | 99.84% | 99.84% |