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 | - | - | 0.01 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 98.89% |
17/09/2015 | 33.10% | 0.02 | 0.03 | 500,000 | 500,000 | 499,884 | 500,000 | 13,424 | 18,429 | 100.00% | 100.00% |
16/09/2015 | 39.26% | 0.02 | 0.03 | 500,000 | 500,000 | 499,639 | 503,831 | 10,318 | 15,441 | 99.80% | 99.91% |
15/09/2015 | 54.31% | 0.02 | 0.03 | 500,000 | 500,000 | 499,978 | 500,000 | 7,317 | 12,318 | 100.00% | 100.00% |
14/09/2015 | 31.11% | 0.01 | 0.02 | 500,000 | 500,000 | 499,943 | 499,576 | 14,470 | 19,462 | 100.00% | 100.00% |
11/09/2015 | 26.68% | 0.04 | 0.05 | 500,000 | 500,000 | 499,476 | 499,437 | 16,564 | 21,563 | 100.00% | 100.00% |
10/09/2015 | 13.64% | 0.05 | 0.06 | 500,000 | 500,000 | 499,881 | 499,527 | 34,954 | 39,932 | 100.00% | 100.00% |
09/09/2015 | 10.15% | 0.08 | 0.09 | 500,000 | 500,000 | 499,945 | 500,000 | 47,244 | 52,249 | 100.00% | 100.00% |
08/09/2015 | 12.55% | 0.06 | 0.07 | 500,000 | 500,000 | 499,742 | 500,000 | 37,904 | 42,924 | 99.94% | 99.94% |