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 | - | - |
25/09/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/09/2015 | 7.23% | 0.13 | 0.14 | 390,000 | 100,000 | 370,617 | 100,000 | 50,552 | 14,690 | 1.97% | 1.97% |
23/09/2015 | 5.20% | 0.19 | 0.20 | 270,000 | 100,000 | 250,573 | 100,000 | 50,432 | 21,304 | 100.00% | 100.00% |
22/09/2015 | 3.78% | 0.24 | 0.25 | 210,000 | 100,000 | 182,235 | 100,000 | 51,408 | 29,713 | 99.26% | 99.26% |
21/09/2015 | 2.20% | 0.44 | 0.45 | 120,000 | 100,000 | 112,371 | 100,000 | 52,435 | 47,792 | 100.00% | 100.00% |
18/09/2015 | 2.24% | 0.51 | 0.52 | 100,000 | 100,000 | 105,452 | 100,000 | 53,252 | 51,893 | 100.00% | 100.00% |
17/09/2015 | 1.84% | 0.61 | 0.62 | 100,000 | 100,000 | 99,949 | 99,745 | 58,437 | 59,394 | 100.00% | 100.00% |
16/09/2015 | 1.71% | 0.61 | 0.62 | 100,000 | 100,000 | 100,000 | 100,000 | 59,627 | 60,653 | 100.00% | 100.00% |
15/09/2015 | 2.08% | 0.58 | 0.59 | 100,000 | 100,000 | 100,000 | 100,000 | 54,068 | 55,203 | 100.00% | 100.00% |