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 | - | - |
16/10/2015 | 10.71% | 0.10 | 0.11 | 170,000 | 170,000 | 170,000 | 170,000 | 15,237 | 16,937 | 99.64% | 99.64% |
15/10/2015 | 21.19% | 0.04 | 0.05 | 290,000 | 290,000 | 273,692 | 273,692 | 11,709 | 14,446 | 99.79% | 99.79% |
14/10/2015 | 15.20% | 0.05 | 0.06 | 270,000 | 270,000 | 278,133 | 278,133 | 17,089 | 19,870 | 100.00% | 100.00% |
13/10/2015 | 8.17% | 0.08 | 0.09 | 200,000 | 200,000 | 191,881 | 191,881 | 22,916 | 24,835 | 99.90% | 99.90% |
12/10/2015 | 5.61% | 0.19 | 0.20 | 190,000 | 190,000 | 185,945 | 185,945 | 32,387 | 34,246 | 99.83% | 99.83% |
09/10/2015 | 4.63% | 0.19 | 0.20 | 180,000 | 180,000 | 184,077 | 184,077 | 38,964 | 40,804 | 99.51% | 99.51% |
08/10/2015 | 7.73% | 0.17 | 0.18 | 230,000 | 230,000 | 242,283 | 242,283 | 31,076 | 33,499 | 97.99% | 97.99% |
07/10/2015 | 10.99% | 0.07 | 0.08 | 280,000 | 280,000 | 296,312 | 296,312 | 25,856 | 28,819 | 98.00% | 98.00% |
06/10/2015 | 13.93% | 0.07 | 0.08 | 320,000 | 320,000 | 328,104 | 328,104 | 22,145 | 25,426 | 99.78% | 99.78% |