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 | - | - |
16/09/2016 | 23.71% | 0.08 | 0.10 | 500,000 | 50,000 | 500,000 | 50,000 | 37,318 | 4,732 | 100.00% | 100.00% |
15/09/2016 | 24.27% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 36,346 | 4,635 | 100.00% | 100.00% |
14/09/2016 | 24.86% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 35,340 | 4,534 | 98.28% | 98.28% |
13/09/2016 | 25.03% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 34,965 | 4,497 | 99.71% | 99.71% |
12/09/2016 | 25.11% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 34,839 | 4,484 | 100.00% | 100.00% |
09/09/2016 | 25.00% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 35,000 | 4,500 | 98.45% | 98.45% |
08/09/2016 | 25.00% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 35,000 | 4,500 | 100.00% | 100.00% |
07/09/2016 | 25.00% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 35,000 | 4,500 | 100.00% | 100.00% |
06/09/2016 | 26.99% | 0.07 | 0.09 | 500,000 | 50,000 | 500,000 | 50,000 | 32,221 | 4,222 | 100.00% | 100.00% |