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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/09/2016 | 9.61% | 0.07 | 0.08 | 80,000 | 80,000 | 80,000 | 80,000 | 8,131 | 8,931 | 48.92% | 48.92% |
14/09/2016 | 8.24% | 0.12 | 0.13 | 80,000 | 80,000 | 80,000 | 80,000 | 9,351 | 10,151 | 98.72% | 98.72% |
13/09/2016 | 5.72% | 0.14 | 0.15 | 80,000 | 80,000 | 80,000 | 80,000 | 13,652 | 14,452 | 98.40% | 98.40% |
12/09/2016 | 4.53% | 0.19 | 0.20 | 80,000 | 80,000 | 79,971 | 79,971 | 17,336 | 18,136 | 77.75% | 77.75% |
09/09/2016 | 3.78% | 0.23 | 0.24 | 80,000 | 80,000 | 80,000 | 80,000 | 20,797 | 21,597 | 100.00% | 100.00% |
08/09/2016 | 4.13% | 0.24 | 0.25 | 80,000 | 80,000 | 80,000 | 80,000 | 19,024 | 19,824 | 99.07% | 99.07% |
07/09/2016 | 3.70% | 0.26 | 0.27 | 80,000 | 80,000 | 80,000 | 80,000 | 21,210 | 22,010 | 99.45% | 99.45% |
06/09/2016 | 3.11% | 0.32 | 0.33 | 80,000 | 80,000 | 80,000 | 80,000 | 25,366 | 26,166 | 98.57% | 98.57% |