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 | - | - |
30/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2016 | - | 0.09 | 0.10 | 500,000 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/09/2016 | 8.57% | 0.11 | 0.12 | 460,000 | 25,000 | 438,905 | 25,000 | 50,437 | 3,140 | 100.00% | 100.00% |
27/09/2016 | 9.25% | 0.13 | 0.14 | 390,000 | 25,000 | 385,750 | 25,000 | 50,655 | 3,605 | 100.00% | 100.00% |
26/09/2016 | 9.78% | 0.13 | 0.14 | 390,000 | 25,000 | 438,740 | 25,000 | 50,552 | 3,188 | 100.00% | 100.00% |
23/09/2016 | 8.12% | 0.11 | 0.12 | 460,000 | 25,000 | 406,598 | 25,000 | 50,575 | 3,398 | 100.00% | 100.00% |
22/09/2016 | 6.98% | 0.14 | 0.15 | 360,000 | 25,000 | 335,327 | 25,000 | 50,875 | 4,084 | 100.00% | 100.00% |
21/09/2016 | 6.17% | 0.18 | 0.19 | 280,000 | 25,000 | 297,882 | 25,000 | 50,936 | 4,549 | 100.00% | 100.00% |
20/09/2016 | 5.69% | 0.18 | 0.19 | 280,000 | 25,000 | 281,748 | 25,000 | 50,691 | 4,766 | 100.00% | 100.00% |