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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/09/2015 | 6.63% | 0.14 | 0.15 | 360,000 | 200,000 | 330,516 | 200,000 | 51,045 | 33,067 | 94.90% | 100.00% |
22/09/2015 | 5.75% | 0.16 | 0.17 | 320,000 | 200,000 | 288,904 | 200,000 | 50,879 | 37,566 | 100.00% | 100.00% |
21/09/2015 | 4.07% | 0.27 | 0.28 | 200,000 | 200,000 | 201,800 | 200,000 | 50,797 | 52,454 | 100.00% | 100.00% |
18/09/2015 | 4.59% | 0.25 | 0.26 | 200,000 | 200,000 | 204,751 | 200,000 | 51,292 | 52,528 | 100.00% | 100.00% |
17/09/2015 | 3.54% | 0.34 | 0.36 | 200,000 | 200,000 | 199,846 | 199,488 | 64,558 | 66,752 | 100.00% | 100.00% |
16/09/2015 | 2.86% | 0.36 | 0.37 | 200,000 | 200,000 | 200,000 | 200,000 | 72,903 | 75,013 | 100.00% | 100.00% |
15/09/2015 | 3.45% | 0.35 | 0.36 | 200,000 | 200,000 | 200,000 | 200,000 | 60,886 | 63,016 | 100.00% | 100.00% |