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 | - | 0.01 | 0.04 | 400,000 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/09/2015 | 6.07% | 0.16 | 0.17 | 400,000 | 400,000 | 399,569 | 399,713 | 68,796 | 72,830 | 99.97% | 99.97% |
22/09/2015 | 3.83% | 0.14 | 0.15 | 400,000 | 400,000 | 399,993 | 399,811 | 109,345 | 113,293 | 93.73% | 93.73% |
21/09/2015 | 1.32% | 0.76 | 0.77 | 400,000 | 400,000 | 400,000 | 400,000 | 302,447 | 306,447 | 99.35% | 99.35% |
18/09/2015 | 1.46% | 0.71 | 0.72 | 400,000 | 400,000 | 400,000 | 400,000 | 273,197 | 277,197 | 97.26% | 97.26% |
17/09/2015 | 1.14% | 0.89 | 0.90 | 400,000 | 400,000 | 400,000 | 400,000 | 350,493 | 354,493 | 98.03% | 98.03% |
16/09/2015 | 1.13% | 0.87 | 0.88 | 400,000 | 400,000 | 400,000 | 400,000 | 350,812 | 354,812 | 99.21% | 99.21% |
15/09/2015 | 1.57% | 0.76 | 0.77 | 400,000 | 400,000 | 400,000 | 400,000 | 254,612 | 258,612 | 99.32% | 99.32% |