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 | 0.48% | 2.12 | 2.13 | 500,000 | 500,000 | 500,000 | 500,000 | 1,048,700 | 1,053,700 | 92.79% | 92.79% |
15/09/2016 | 0.48% | 2.13 | 2.14 | 500,000 | 500,000 | 500,000 | 500,000 | 1,042,210 | 1,047,210 | 98.89% | 98.89% |
14/09/2016 | 0.46% | 2.10 | 2.11 | 500,000 | 500,000 | 500,000 | 500,000 | 1,089,080 | 1,094,080 | 99.65% | 99.65% |
13/09/2016 | 0.44% | 2.15 | 2.16 | 500,000 | 500,000 | 500,000 | 500,000 | 1,133,380 | 1,138,380 | 100.00% | 100.00% |
12/09/2016 | 0.48% | 2.18 | 2.19 | 500,000 | 500,000 | 500,000 | 500,000 | 1,047,500 | 1,052,500 | 97.82% | 97.82% |
09/09/2016 | 0.38% | 2.47 | 2.48 | 500,000 | 500,000 | 500,000 | 500,000 | 1,318,430 | 1,323,430 | 99.79% | 99.79% |
08/09/2016 | 0.36% | 2.77 | 2.78 | 500,000 | 500,000 | 500,000 | 500,000 | 1,406,560 | 1,411,560 | 95.84% | 95.84% |
07/09/2016 | 0.35% | 2.91 | 2.92 | 500,000 | 500,000 | 500,000 | 500,000 | 1,418,990 | 1,423,990 | 100.00% | 100.00% |
06/09/2016 | 0.36% | 2.76 | 2.77 | 500,000 | 500,000 | 499,998 | 500,000 | 1,399,240 | 1,404,240 | 97.49% | 97.49% |