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 | 2.47% | 0.20 | 0.21 | 200,000 | 200,000 | 200,000 | 200,000 | 87,415 | 89,415 | 64.38% | 64.38% |
23/09/2015 | 1.53% | 0.62 | 0.63 | 200,000 | 200,000 | 200,000 | 200,000 | 130,406 | 132,406 | 98.46% | 98.46% |
22/09/2015 | 1.54% | 0.54 | 0.55 | 200,000 | 200,000 | 200,000 | 200,000 | 132,557 | 134,557 | 97.27% | 97.27% |
21/09/2015 | 0.94% | 1.15 | 1.16 | 200,000 | 200,000 | 200,000 | 200,000 | 212,770 | 214,770 | 99.73% | 99.73% |
18/09/2015 | 0.93% | 1.00 | 1.01 | 200,000 | 200,000 | 200,000 | 200,000 | 216,152 | 218,152 | 94.73% | 94.73% |
17/09/2015 | 0.67% | 1.50 | 1.51 | 200,000 | 200,000 | 200,000 | 200,000 | 299,616 | 301,616 | 99.84% | 99.84% |
16/09/2015 | 0.69% | 1.46 | 1.47 | 200,000 | 200,000 | 200,000 | 200,000 | 289,326 | 291,326 | 99.54% | 99.54% |
15/09/2015 | 0.89% | 1.30 | 1.31 | 200,000 | 200,000 | 200,000 | 200,000 | 224,141 | 226,141 | 98.97% | 98.97% |