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 | 7.62% | 0.11 | 0.12 | 210,000 | 210,000 | 210,000 | 210,000 | 26,706 | 28,806 | 96.84% | 96.84% |
17/09/2015 | 4.50% | 0.22 | 0.23 | 210,000 | 210,000 | 210,000 | 210,000 | 45,675 | 47,775 | 98.14% | 98.14% |
16/09/2015 | 4.84% | 0.20 | 0.21 | 220,000 | 220,000 | 215,941 | 215,941 | 43,710 | 45,870 | 99.58% | 99.58% |
15/09/2015 | 5.34% | 0.21 | 0.22 | 230,000 | 230,000 | 230,000 | 230,000 | 42,183 | 44,483 | 97.83% | 97.83% |
14/09/2015 | 5.35% | 0.17 | 0.18 | 230,000 | 230,000 | 225,940 | 225,940 | 41,155 | 43,414 | 99.90% | 99.90% |
11/09/2015 | 4.77% | 0.21 | 0.22 | 240,000 | 240,000 | 240,000 | 240,000 | 49,156 | 51,556 | 97.81% | 97.81% |
10/09/2015 | 4.62% | 0.20 | 0.21 | 230,000 | 230,000 | 234,116 | 234,116 | 49,608 | 51,949 | 98.81% | 98.81% |
09/09/2015 | 3.93% | 0.24 | 0.25 | 230,000 | 230,000 | 230,000 | 230,000 | 57,392 | 59,692 | 99.98% | 99.98% |
08/09/2015 | 4.52% | 0.22 | 0.23 | 240,000 | 240,000 | 244,068 | 244,068 | 52,865 | 55,306 | 100.00% | 100.00% |