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 | - | - |
18/09/2015 | 78.35% | 0.01 | 0.07 | 75,000 | 75,000 | 75,000 | 75,000 | 2,553 | 5,553 | 87.75% | 93.21% |
17/09/2015 | 11.77% | 0.14 | 0.16 | 450,000 | 450,000 | 450,546 | 450,546 | 61,196 | 68,805 | 96.10% | 96.10% |
16/09/2015 | 22.28% | 0.11 | 0.12 | 650,000 | 650,000 | 609,229 | 609,229 | 57,818 | 71,803 | 97.11% | 97.11% |
15/09/2015 | 74.52% | 0.08 | 0.13 | 750,000 | 750,000 | 750,000 | 750,000 | 33,486 | 70,986 | 98.68% | 98.68% |
14/09/2015 | 38.52% | 0.06 | 0.11 | 650,000 | 650,000 | 650,536 | 650,536 | 71,794 | 104,321 | 98.30% | 98.30% |
11/09/2015 | 58.40% | 0.05 | 0.10 | 750,000 | 750,000 | 750,000 | 750,000 | 46,047 | 83,547 | 98.69% | 98.69% |
10/09/2015 | 50.08% | 0.09 | 0.14 | 750,000 | 750,000 | 750,000 | 750,000 | 60,103 | 97,603 | 98.84% | 98.84% |
09/09/2015 | 21.33% | 0.14 | 0.19 | 500,000 | 500,000 | 480,570 | 480,570 | 103,631 | 127,660 | 99.18% | 99.18% |
08/09/2015 | 47.43% | 0.08 | 0.13 | 750,000 | 750,000 | 749,999 | 750,000 | 81,099 | 131,372 | 96.27% | 96.27% |