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 | - | - |
18/11/2016 | 15,33% | 0,06 | 0,07 | 400 000 | 400 000 | 400 000 | 400 000 | 24 472 | 28 472 | 97,27% | 97,27% |
17/11/2016 | 12,50% | 0,10 | 0,11 | 400 000 | 400 000 | 522 958 | 522 958 | 39 508 | 44 737 | 100,00% | 100,00% |
16/11/2016 | 14,22% | 0,07 | 0,08 | 750 000 | 750 000 | 749 224 | 749 224 | 49 363 | 56 855 | 100,00% | 100,00% |
15/11/2016 | 11,38% | 0,08 | 0,09 | 750 000 | 750 000 | 731 095 | 731 095 | 61 829 | 69 140 | 100,00% | 100,00% |
14/11/2016 | 7,81% | 0,10 | 0,11 | 750 000 | 750 000 | 640 522 | 640 522 | 80 280 | 86 685 | 91,12% | 91,12% |
11/11/2016 | 6,57% | 0,13 | 0,14 | 750 000 | 750 000 | 651 559 | 651 559 | 95 520 | 102 036 | 100,00% | 100,00% |
10/11/2016 | 5,15% | 0,17 | 0,18 | 500 000 | 500 000 | 552 890 | 552 890 | 106 395 | 111 924 | 100,00% | 100,00% |
09/11/2016 | 6,21% | 0,19 | 0,20 | 500 000 | 500 000 | 647 251 | 647 362 | 107 906 | 114 643 | 98,43% | 98,43% |
08/11/2016 | 19,16% | 0,04 | 0,05 | 750 000 | 750 000 | 750 000 | 749 891 | 35 684 | 43 179 | 100,00% | 100,00% |