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 | 13.41% | 0.06 | 0.07 | 50,000 | 50,000 | 447,400 | 182,480 | 32,993 | 15,271 | 47.02% | 47.02% |
09/10/2015 | 14.17% | 0.09 | 0.10 | 50,000 | 50,000 | 50,000 | 50,000 | 3,585 | 4,085 | 99.78% | 99.78% |
08/10/2015 | 4.88% | 0.20 | 0.21 | 50,000 | 50,000 | 49,938 | 49,938 | 10,118 | 10,619 | 98.44% | 98.44% |
07/10/2015 | 6.19% | 0.20 | 0.21 | 50,000 | 50,000 | 50,000 | 50,000 | 8,177 | 8,677 | 99.68% | 99.68% |
06/10/2015 | 3.05% | 0.28 | 0.29 | 50,000 | 50,000 | 495,150 | 198,390 | 162,649 | 67,136 | 90.57% | 90.57% |
05/10/2015 | 3.57% | 0.38 | 0.39 | 500,000 | 200,000 | 429,210 | 171,684 | 175,538 | 72,498 | 98.24% | 98.24% |
02/10/2015 | 2.50% | 0.67 | 0.70 | 250,000 | 100,000 | 412,738 | 165,095 | 254,957 | 104,332 | 100.00% | 100.00% |