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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/09/2016 | 1.16% | 0.92 | 0.95 | 300,000 | 90,000 | 300,000 | 315,623 | 282,707 | 300,848 | 59.55% | 100.00% |
26/09/2016 | 1.31% | 0.96 | 0.98 | 300,000 | 300,000 | 300,000 | 300,000 | 292,206 | 296,063 | 100.00% | 100.00% |
23/09/2016 | 1.23% | 1.02 | 1.03 | 300,000 | 300,000 | 300,000 | 300,000 | 301,327 | 305,046 | 100.00% | 100.00% |
22/09/2016 | 1.30% | 1.03 | 1.05 | 300,000 | 300,000 | 300,000 | 300,000 | 308,856 | 312,883 | 100.00% | 100.00% |
21/09/2016 | 1.19% | 1.01 | 1.02 | 300,000 | 300,000 | 300,000 | 300,000 | 311,338 | 315,049 | 100.00% | 100.00% |
20/09/2016 | 0.96% | 1.05 | 1.06 | 300,000 | 300,000 | 300,000 | 300,000 | 312,433 | 315,442 | 99.56% | 99.56% |