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 | - | - | 0.01 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.30% |
17/09/2015 | - | - | 0.01 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/09/2015 | - | - | 0.01 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.92% |
15/09/2015 | - | - | 0.01 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/09/2015 | - | - | 0.01 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
11/09/2015 | 66.67% | 0.01 | 0.02 | 400,000 | 400,000 | 406,935 | 406,954 | 4,069 | 8,139 | 36.25% | 96.37% |
10/09/2015 | 66.67% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 | 10,000 | 100.00% | 100.00% |
09/09/2015 | 51.07% | 0.01 | 0.02 | 500,000 | 500,000 | 499,403 | 499,905 | 7,915 | 12,923 | 100.00% | 100.00% |
08/09/2015 | 50.79% | 0.01 | 0.02 | 500,000 | 500,000 | 499,712 | 499,761 | 8,016 | 13,017 | 98.24% | 98.59% |