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 | 21.99% | 0.08 | 0.10 | 500,000 | 500,000 | 499,981 | 500,000 | 40,844 | 50,846 | 99.30% | 99.30% |
17/09/2015 | 20.55% | 0.10 | 0.12 | 500,000 | 500,000 | 499,808 | 500,000 | 43,923 | 53,943 | 95.68% | 95.68% |
16/09/2015 | 24.43% | 0.06 | 0.08 | 500,000 | 500,000 | 500,000 | 500,000 | 33,926 | 43,348 | 99.91% | 99.91% |
15/09/2015 | 20.45% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 22,369 | 27,369 | 100.00% | 100.00% |
14/09/2015 | 26.41% | 0.02 | 0.03 | 500,000 | 500,000 | 499,988 | 500,000 | 17,052 | 22,052 | 100.00% | 100.00% |
11/09/2015 | 21.46% | 0.04 | 0.05 | 500,000 | 500,000 | 499,988 | 500,000 | 20,999 | 26,000 | 100.00% | 100.00% |
10/09/2015 | 17.14% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 27,050 | 32,050 | 100.00% | 100.00% |
09/09/2015 | 14.61% | 0.06 | 0.07 | 500,000 | 500,000 | 499,886 | 500,000 | 32,052 | 37,060 | 100.00% | 100.00% |
08/09/2015 | 21.57% | 0.03 | 0.04 | 500,000 | 500,000 | 499,943 | 500,000 | 21,004 | 26,006 | 99.93% | 99.93% |