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 | - | - | 0.03 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 96.05% |
16/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 97.23% |
15/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 98.55% |
14/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 98.31% |
11/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 98.53% |
10/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 98.60% |
09/09/2015 | 41.18% | 0.01 | 0.02 | 750,000 | 750,000 | 750,000 | 750,000 | 16,390 | 24,394 | 78.24% | 99.16% |
08/09/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 97.83% |