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 | 29.20% | 0.03 | 0.05 | 500,000 | 500,000 | 499,811 | 500,000 | 33,087 | 43,095 | 93.16% | 93.16% |
17/09/2015 | 12.92% | 0.14 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 73,237 | 83,237 | 85.88% | 85.88% |
16/09/2015 | 15.00% | 0.13 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 61,813 | 71,813 | 99.91% | 99.91% |
15/09/2015 | 18.19% | 0.10 | 0.12 | 500,000 | 500,000 | 500,000 | 500,000 | 45,162 | 54,237 | 99.97% | 99.97% |
14/09/2015 | 14.12% | 0.09 | 0.10 | 500,000 | 500,000 | 499,962 | 500,000 | 60,943 | 70,157 | 95.25% | 95.25% |
11/09/2015 | 12.70% | 0.14 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 62,020 | 70,531 | 71.87% | 71.87% |
10/09/2015 | 9.89% | 0.16 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 97,228 | 107,228 | 99.48% | 99.48% |
09/09/2015 | 8.04% | 0.21 | 0.23 | 500,000 | 500,000 | 499,807 | 500,000 | 120,012 | 130,056 | 100.00% | 100.00% |
08/09/2015 | 9.82% | 0.17 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 97,545 | 107,545 | 81.91% | 81.91% |