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 | - | 0.02 | 0.03 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 93.55% |
17/09/2015 | 13.59% | 0.07 | 0.08 | 750,000 | 750,000 | 750,000 | 750,000 | 53,147 | 60,647 | 49.57% | 49.57% |
16/09/2015 | 11.91% | 0.06 | 0.07 | 750,000 | 750,000 | 706,251 | 706,257 | 58,184 | 65,247 | 75.65% | 75.65% |
15/09/2015 | 14.60% | 0.09 | 0.10 | 750,000 | 750,000 | 750,000 | 750,000 | 48,633 | 56,133 | 85.32% | 85.32% |
14/09/2015 | 10.04% | 0.10 | 0.11 | 750,000 | 750,000 | 749,997 | 750,000 | 72,713 | 80,214 | 92.38% | 92.38% |
11/09/2015 | 7.15% | 0.13 | 0.14 | 750,000 | 750,000 | 749,999 | 750,000 | 101,914 | 109,414 | 98.13% | 98.13% |
10/09/2015 | 4.40% | 0.22 | 0.23 | 650,000 | 650,000 | 669,841 | 669,840 | 150,603 | 157,301 | 98.80% | 98.80% |
09/09/2015 | 4.25% | 0.30 | 0.31 | 450,000 | 450,000 | 450,000 | 450,000 | 183,825 | 191,889 | 96.47% | 96.47% |
08/09/2015 | 3.75% | 0.26 | 0.31 | 550,000 | 550,000 | 589,980 | 589,982 | 190,720 | 197,769 | 97.71% | 97.71% |