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 | 1.72% | 1.13 | 1.15 | 100,000 | 100,000 | 100,000 | 100,000 | 115,020 | 117,020 | 99.30% | 99.30% |
14/09/2016 | 1.79% | 1.14 | 1.16 | 100,000 | 100,000 | 99,991 | 100,000 | 110,871 | 112,881 | 99.99% | 99.99% |
13/09/2016 | 1.95% | 1.09 | 1.11 | 100,000 | 100,000 | 100,000 | 100,000 | 101,446 | 103,446 | 100.00% | 100.00% |
12/09/2016 | 1.77% | 1.05 | 1.07 | 100,000 | 100,000 | 100,000 | 100,000 | 112,392 | 114,392 | 100.00% | 100.00% |
09/09/2016 | 2.27% | 0.97 | 0.99 | 100,000 | 100,000 | 100,000 | 100,000 | 87,301 | 89,301 | 95.39% | 95.39% |
08/09/2016 | 1.72% | 0.83 | 0.85 | 100,000 | 100,000 | 100,000 | 100,000 | 82,231 | 83,670 | 91.99% | 91.99% |
07/09/2016 | 1.43% | 0.82 | 0.83 | 100,000 | 100,000 | 100,000 | 99,999 | 89,070 | 90,352 | 99.89% | 99.89% |
06/09/2016 | 1.42% | 0.87 | 0.88 | 100,000 | 100,000 | 100,004 | 100,000 | 83,609 | 84,803 | 99.82% | 99.93% |