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 | - | 0.20 | 0.24 | 20,000 | 20,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/09/2016 | 4.31% | 0.23 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 22,711 | 23,711 | 99.37% | 99.37% |
27/09/2016 | 3.47% | 0.29 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 28,427 | 29,427 | 99.84% | 99.84% |
26/09/2016 | 3.76% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 26,129 | 27,129 | 99.64% | 99.64% |
23/09/2016 | 3.87% | 0.23 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 25,429 | 26,429 | 99.94% | 99.94% |
22/09/2016 | 3.86% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 25,445 | 26,445 | 99.62% | 99.62% |
21/09/2016 | 2.69% | 0.35 | 0.36 | 100,000 | 100,000 | 100,000 | 100,000 | 36,801 | 37,801 | 99.40% | 99.40% |
20/09/2016 | 2.50% | 0.40 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 39,525 | 40,525 | 99.67% | 99.67% |