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 | - | - |
14/10/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/10/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/10/2015 | 6.69% | 0.14 | 0.15 | 100,000 | 100,000 | 50,604 | 50,604 | 7,338 | 7,844 | 77.77% | 77.77% |
09/10/2015 | 6.08% | 0.16 | 0.17 | 100,000 | 100,000 | 60,971 | 60,971 | 9,754 | 10,364 | 97.56% | 97.56% |
08/10/2015 | 4.63% | 0.19 | 0.20 | 100,000 | 100,000 | 60,762 | 60,762 | 12,668 | 13,276 | 98.61% | 98.61% |
07/10/2015 | 4.25% | 0.22 | 0.23 | 100,000 | 100,000 | 60,657 | 60,657 | 13,788 | 14,395 | 99.02% | 99.02% |
06/10/2015 | 4.01% | 0.23 | 0.24 | 100,000 | 100,000 | 60,750 | 60,750 | 14,726 | 15,333 | 98.25% | 98.25% |
05/10/2015 | 3.31% | 0.27 | 0.28 | 100,000 | 100,000 | 60,872 | 60,872 | 17,920 | 18,529 | 97.80% | 97.80% |
02/10/2015 | 2.74% | 0.36 | 0.37 | 100,000 | 100,000 | 60,953 | 60,953 | 22,148 | 22,758 | 97.03% | 97.03% |