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 | - | - |
14/10/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/10/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/10/2015 | 4.85% | 0.25 | 0.27 | 200,000 | 100,000 | 205,518 | 100,000 | 50,706 | 25,947 | 100.00% | 100.00% |
09/10/2015 | 3.93% | 0.25 | 0.27 | 200,000 | 100,000 | 156,027 | 100,000 | 51,673 | 35,083 | 99.97% | 99.97% |
08/10/2015 | 3.66% | 0.41 | 0.42 | 130,000 | 100,000 | 129,251 | 100,000 | 52,451 | 42,104 | 100.00% | 100.00% |
07/10/2015 | 3.21% | 0.40 | 0.41 | 130,000 | 100,000 | 135,458 | 100,000 | 52,141 | 39,772 | 100.00% | 100.00% |
06/10/2015 | 3.23% | 0.39 | 0.40 | 130,000 | 100,000 | 136,879 | 100,000 | 52,213 | 39,426 | 100.00% | 100.00% |
05/10/2015 | 3.97% | 0.38 | 0.40 | 140,000 | 100,000 | 139,796 | 100,000 | 52,406 | 39,008 | 100.00% | 100.00% |
02/10/2015 | 2.94% | 0.42 | 0.44 | 120,000 | 100,000 | 124,403 | 100,000 | 51,949 | 43,048 | 100.00% | 100.00% |