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 | - | - | 0.07 | 0 | 75,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/09/2015 | 112.91% | 0.01 | 0.03 | 750,000 | 750,000 | 750,000 | 750,000 | 7,500 | 27,340 | 3.09% | 93.91% |
16/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 97.27% |
15/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
14/09/2015 | 26.01% | 0.01 | 0.02 | 750,000 | 750,000 | 750,000 | 750,000 | 26,821 | 34,431 | 80.07% | 98.03% |
11/09/2015 | 88.52% | 0.01 | 0.02 | 750,000 | 750,000 | 750,000 | 749,940 | 9,032 | 22,617 | 53.07% | 98.36% |
10/09/2015 | 44.73% | 0.03 | 0.04 | 750,000 | 750,000 | 749,982 | 750,000 | 19,933 | 29,066 | 84.15% | 98.54% |
09/09/2015 | 10.82% | 0.05 | 0.06 | 750,000 | 750,000 | 750,000 | 750,000 | 72,169 | 79,669 | 99.16% | 99.16% |
08/09/2015 | 45.31% | 0.03 | 0.04 | 750,000 | 750,000 | 750,000 | 750,000 | 34,303 | 54,623 | 97.82% | 97.82% |