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 | - | - |
03/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2016 | 13.43% | 0.16 | 0.17 | 40,000 | 40,000 | 14,098 | 14,098 | 2,796 | 3,141 | 90.05% | 90.05% |
28/09/2016 | 11.42% | 0.25 | 0.26 | 40,000 | 40,000 | 16,489 | 16,489 | 3,750 | 4,100 | 99.10% | 99.10% |
27/09/2016 | 9.77% | 0.25 | 0.26 | 40,000 | 40,000 | 16,472 | 16,472 | 4,424 | 4,774 | 99.38% | 99.38% |
26/09/2016 | 10.26% | 0.26 | 0.27 | 40,000 | 40,000 | 16,486 | 16,486 | 4,381 | 4,731 | 99.14% | 99.14% |
23/09/2016 | 11.61% | 0.23 | 0.24 | 40,000 | 40,000 | 16,461 | 16,461 | 3,809 | 4,159 | 99.44% | 99.44% |
22/09/2016 | 10.93% | 0.21 | 0.22 | 40,000 | 40,000 | 16,488 | 16,488 | 3,757 | 4,108 | 99.11% | 99.11% |
21/09/2016 | 8.04% | 0.30 | 0.31 | 40,000 | 40,000 | 16,512 | 16,512 | 5,265 | 5,615 | 98.78% | 98.78% |