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 | - | - |
30/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2016 | 30.75% | 0.01 | 0.02 | 280,000 | 280,000 | 280,000 | 280,000 | 8,181 | 10,981 | 12.66% | 12.66% |
28/09/2016 | 13.89% | 0.06 | 0.07 | 280,000 | 280,000 | 280,000 | 280,000 | 18,945 | 21,745 | 98.18% | 98.18% |
27/09/2016 | 10.70% | 0.10 | 0.11 | 280,000 | 280,000 | 280,000 | 280,000 | 25,508 | 28,308 | 99.96% | 99.96% |
26/09/2016 | 6.72% | 0.11 | 0.12 | 280,000 | 280,000 | 280,000 | 280,000 | 40,504 | 43,304 | 99.85% | 99.85% |
23/09/2016 | 6.06% | 0.16 | 0.17 | 280,000 | 280,000 | 280,000 | 280,000 | 45,158 | 47,958 | 99.94% | 99.94% |
22/09/2016 | 13.58% | 0.08 | 0.09 | 280,000 | 280,000 | 280,000 | 280,000 | 20,251 | 23,051 | 99.61% | 99.61% |
21/09/2016 | 6.64% | 0.16 | 0.17 | 280,000 | 280,000 | 280,000 | 280,000 | 40,840 | 43,640 | 99.79% | 99.79% |
20/09/2016 | 6.32% | 0.16 | 0.17 | 280,000 | 280,000 | 280,000 | 280,000 | 43,076 | 45,876 | 99.84% | 99.84% |