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 | 8,42% | 0,15 | 0,17 | 340 000 | 50 000 | 281 097 | 50 000 | 50 691 | 9 821 | 8,09% | 8,09% |
25/10/2016 | 7,60% | 0,20 | 0,22 | 250 000 | 50 000 | 253 162 | 50 000 | 50 540 | 10 836 | 100,00% | 100,00% |
24/10/2016 | 5,84% | 0,21 | 0,22 | 240 000 | 50 000 | 196 165 | 50 000 | 50 987 | 14 031 | 100,00% | 100,00% |
21/10/2016 | 5,16% | 0,35 | 0,36 | 150 000 | 50 000 | 176 462 | 50 000 | 51 139 | 15 316 | 100,00% | 100,00% |
20/10/2016 | 4,77% | 0,26 | 0,28 | 200 000 | 50 000 | 156 900 | 49 957 | 51 462 | 17 288 | 100,00% | 100,00% |
19/10/2016 | 4,58% | 0,36 | 0,38 | 140 000 | 50 000 | 151 242 | 50 000 | 51 458 | 17 830 | 94,19% | 94,19% |
18/10/2016 | 3,71% | 0,35 | 0,36 | 150 000 | 50 000 | 128 138 | 50 000 | 51 725 | 21 030 | 100,00% | 100,00% |
17/10/2016 | 3,93% | 0,39 | 0,40 | 130 000 | 50 000 | 133 743 | 50 000 | 52 097 | 20 271 | 100,00% | 100,00% |