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 | 4.04% | 0.33 | 0.36 | 250,000 | 25,000 | 461,459 | 46,146 | 145,677 | 15,106 | 99.72% | 99.72% |
16/09/2015 | 3.11% | 0.34 | 0.35 | 500,000 | 50,000 | 500,000 | 50,000 | 159,942 | 16,494 | 98.53% | 98.53% |
15/09/2015 | 2.34% | 0.34 | 0.35 | 500,000 | 50,000 | 500,000 | 50,000 | 212,215 | 21,722 | 99.80% | 99.80% |
14/09/2015 | 2.29% | 0.41 | 0.42 | 500,000 | 50,000 | 500,000 | 50,000 | 216,759 | 22,176 | 99.55% | 99.55% |
11/09/2015 | 2.18% | 0.44 | 0.45 | 500,000 | 50,000 | 497,834 | 49,783 | 230,180 | 23,520 | 99.96% | 99.96% |
10/09/2015 | 2.59% | 0.39 | 0.40 | 500,000 | 50,000 | 499,771 | 49,977 | 191,969 | 19,697 | 99.88% | 99.88% |
09/09/2015 | 4.06% | 0.31 | 0.32 | 500,000 | 50,000 | 500,000 | 50,000 | 121,611 | 12,661 | 96.42% | 99.81% |
08/09/2015 | 4.50% | 0.37 | 0.38 | 500,000 | 50,000 | 428,648 | 42,865 | 143,586 | 14,930 | 100.00% | 100.00% |
07/09/2015 | 5.61% | 0.51 | 0.54 | 250,000 | 25,000 | 250,000 | 25,000 | 130,123 | 13,762 | 99.30% | 99.30% |