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 | - | - |
25/09/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/09/2015 | 2.42% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 499,943 | 242,374 | 247,363 | 55.18% | 55.18% |
23/09/2015 | 1.32% | 0.77 | 0.78 | 500,000 | 500,000 | 499,963 | 499,985 | 380,182 | 385,198 | 98.46% | 98.46% |
22/09/2015 | 1.19% | 0.64 | 0.65 | 500,000 | 500,000 | 499,992 | 499,910 | 437,105 | 442,039 | 96.99% | 96.99% |
21/09/2015 | 0.77% | 1.48 | 1.49 | 500,000 | 500,000 | 499,966 | 499,964 | 651,326 | 656,330 | 99.53% | 99.53% |
18/09/2015 | 0.67% | 1.42 | 1.43 | 500,000 | 500,000 | 499,959 | 499,982 | 752,475 | 757,513 | 95.41% | 95.41% |
17/09/2015 | 0.48% | 2.04 | 2.05 | 500,000 | 500,000 | 500,000 | 500,000 | 1,039,230 | 1,044,230 | 99.16% | 99.16% |
16/09/2015 | 0.48% | 2.03 | 2.04 | 500,000 | 500,000 | 500,000 | 500,000 | 1,038,910 | 1,043,910 | 99.12% | 99.12% |
15/09/2015 | 0.54% | 2.06 | 2.07 | 500,000 | 500,000 | 499,957 | 499,993 | 930,762 | 935,832 | 94.72% | 94.72% |