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 | - | - |
09/09/2016 | - | - | 0.03 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08/09/2016 | - | - | 0.03 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 94.44% |
07/09/2016 | - | - | 0.03 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 97.97% |
06/09/2016 | 53.90% | 0.01 | 0.03 | 200,000 | 200,000 | 200,000 | 200,000 | 5,955 | 9,955 | 99.81% | 99.81% |
02/09/2016 | 37.19% | 0.04 | 0.06 | 200,000 | 200,000 | 200,000 | 200,000 | 9,005 | 13,005 | 99.18% | 99.18% |
01/09/2016 | 22.52% | 0.05 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 16,126 | 20,126 | 99.71% | 99.71% |
31/08/2016 | 23.57% | 0.07 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 15,042 | 19,042 | 99.78% | 99.78% |
30/08/2016 | 30.52% | 0.07 | 0.09 | 200,000 | 200,000 | 200,000 | 200,000 | 11,246 | 15,246 | 99.81% | 99.81% |
29/08/2016 | 32.52% | 0.05 | 0.07 | 200,000 | 200,000 | 200,000 | 200,000 | 10,402 | 14,402 | 99.65% | 99.65% |