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 | - | - |
03/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2016 | 4.56% | 0.14 | 0.15 | 40,000 | 40,000 | 20,719 | 20,719 | 4,419 | 4,626 | 79.78% | 79.78% |
28/09/2016 | 2.64% | 0.32 | 0.33 | 40,000 | 40,000 | 24,327 | 24,327 | 8,927 | 9,170 | 99.16% | 99.16% |
27/09/2016 | 2.40% | 0.42 | 0.43 | 40,000 | 40,000 | 24,316 | 24,316 | 10,061 | 10,304 | 99.43% | 99.43% |
26/09/2016 | 2.35% | 0.42 | 0.43 | 40,000 | 40,000 | 24,342 | 24,342 | 10,228 | 10,471 | 98.83% | 98.83% |
23/09/2016 | 2.71% | 0.37 | 0.38 | 40,000 | 40,000 | 24,311 | 24,311 | 8,847 | 9,090 | 99.52% | 99.52% |
22/09/2016 | 2.81% | 0.35 | 0.36 | 40,000 | 40,000 | 24,333 | 24,333 | 8,487 | 8,731 | 99.04% | 99.04% |
21/09/2016 | 2.33% | 0.41 | 0.42 | 40,000 | 40,000 | 24,377 | 24,377 | 10,277 | 10,521 | 98.03% | 98.03% |