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 | 7.46% | 0.03 | 0.04 | 40,000 | 40,000 | 21,382 | 21,382 | 2,791 | 3,005 | 82.63% | 82.63% |
28/09/2016 | 3.36% | 0.24 | 0.25 | 40,000 | 40,000 | 24,327 | 24,327 | 6,970 | 7,213 | 99.16% | 99.16% |
27/09/2016 | 2.98% | 0.34 | 0.35 | 40,000 | 40,000 | 24,316 | 24,316 | 8,100 | 8,343 | 99.42% | 99.42% |
26/09/2016 | 2.89% | 0.34 | 0.35 | 40,000 | 40,000 | 24,341 | 24,341 | 8,280 | 8,523 | 98.84% | 98.84% |
23/09/2016 | 3.48% | 0.29 | 0.30 | 40,000 | 40,000 | 24,311 | 24,311 | 6,883 | 7,126 | 99.52% | 99.52% |
22/09/2016 | 3.63% | 0.27 | 0.28 | 40,000 | 40,000 | 24,332 | 24,332 | 6,540 | 6,783 | 99.05% | 99.05% |
21/09/2016 | 2.87% | 0.33 | 0.34 | 40,000 | 40,000 | 24,377 | 24,377 | 8,306 | 8,550 | 98.03% | 98.03% |