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 | - | - |
17/09/2015 | 0.52% | 1.93 | 1.94 | 300,000 | 300,000 | 300,000 | 300,000 | 583,979 | 587,000 | 99.02% | 99.02% |
16/09/2015 | 0.52% | 1.96 | 1.97 | 300,000 | 300,000 | 300,000 | 300,000 | 584,745 | 587,770 | 99.90% | 99.90% |
15/09/2015 | 0.46% | 2.06 | 2.07 | 300,000 | 300,000 | 300,000 | 300,000 | 661,642 | 664,669 | 99.88% | 99.88% |
14/09/2015 | 0.47% | 2.25 | 2.26 | 300,000 | 300,000 | 300,000 | 300,000 | 643,087 | 646,128 | 99.75% | 99.75% |
11/09/2015 | 0.47% | 2.10 | 2.11 | 300,000 | 300,000 | 300,000 | 300,000 | 643,263 | 646,275 | 99.89% | 99.89% |
10/09/2015 | 0.51% | 2.10 | 2.11 | 300,000 | 300,000 | 300,000 | 300,000 | 603,808 | 606,867 | 99.07% | 99.07% |
09/09/2015 | 0.55% | 1.91 | 1.92 | 300,000 | 300,000 | 300,000 | 300,000 | 545,736 | 548,754 | 99.35% | 99.35% |
08/09/2015 | 0.49% | 2.13 | 2.14 | 300,000 | 300,000 | 300,000 | 300,000 | 612,739 | 615,770 | 99.90% | 99.90% |
07/09/2015 | 0.45% | 2.26 | 2.27 | 300,000 | 300,000 | 300,000 | 300,000 | 686,972 | 690,035 | 99.82% | 99.82% |