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 | 0.13 | 20,000 | 20,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/09/2016 | 8.04% | 0.13 | 0.14 | 100,000 | 100,000 | 100,000 | 100,000 | 11,989 | 12,989 | 99.37% | 99.37% |
27/09/2016 | 5.53% | 0.19 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 17,741 | 18,741 | 99.85% | 99.85% |
26/09/2016 | 6.33% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 15,335 | 16,335 | 99.64% | 99.64% |
23/09/2016 | 6.68% | 0.13 | 0.14 | 100,000 | 100,000 | 100,000 | 100,000 | 14,556 | 15,556 | 99.94% | 99.94% |
22/09/2016 | 6.68% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 14,544 | 15,544 | 99.62% | 99.62% |
21/09/2016 | 3.75% | 0.25 | 0.26 | 100,000 | 100,000 | 100,000 | 100,000 | 26,255 | 27,255 | 99.40% | 99.40% |
20/09/2016 | 3.40% | 0.30 | 0.31 | 100,000 | 100,000 | 100,000 | 100,000 | 28,944 | 29,944 | 99.67% | 99.67% |