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 | 1.10% | 1.83 | 1.85 | 100,000 | 100,000 | 100,000 | 100,000 | 180,546 | 182,546 | 99.74% | 99.74% |
14/09/2016 | 1.08% | 1.82 | 1.84 | 100,000 | 100,000 | 100,000 | 100,000 | 184,748 | 186,748 | 100.00% | 100.00% |
13/09/2016 | 1.02% | 1.87 | 1.89 | 100,000 | 100,000 | 100,000 | 100,000 | 194,198 | 196,198 | 100.00% | 100.00% |
12/09/2016 | 1.09% | 1.90 | 1.92 | 100,000 | 100,000 | 100,000 | 100,000 | 183,206 | 185,206 | 100.00% | 100.00% |
09/09/2016 | 0.96% | 1.99 | 2.01 | 100,000 | 100,000 | 100,000 | 100,000 | 208,324 | 210,324 | 95.39% | 95.39% |
08/09/2016 | 0.68% | 2.12 | 2.14 | 100,000 | 100,000 | 100,000 | 100,000 | 213,947 | 215,393 | 91.95% | 91.95% |
07/09/2016 | 0.59% | 2.14 | 2.15 | 100,000 | 100,000 | 100,000 | 100,000 | 207,262 | 208,482 | 99.98% | 99.98% |
06/09/2016 | 0.60% | 2.10 | 2.11 | 100,000 | 100,000 | 100,000 | 100,000 | 212,748 | 214,018 | 100.00% | 100.00% |