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 | - | - |
30/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2016 | 15.38% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 30,000 | 35,000 | 1.27% | 1.27% |
28/09/2016 | 10.47% | 0.09 | 0.10 | 500,000 | 500,000 | 500,000 | 500,000 | 45,278 | 50,278 | 100.00% | 100.00% |
27/09/2016 | 6.62% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 73,121 | 78,121 | 100.00% | 100.00% |
26/09/2016 | 6.06% | 0.14 | 0.15 | 500,000 | 500,000 | 500,000 | 500,000 | 80,221 | 85,221 | 100.00% | 100.00% |
23/09/2016 | 5.63% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 86,308 | 91,308 | 100.00% | 100.00% |
22/09/2016 | 5.40% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 90,047 | 95,047 | 100.00% | 100.00% |
21/09/2016 | 5.50% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 88,482 | 93,482 | 100.00% | 100.00% |
20/09/2016 | 5.58% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 87,229 | 92,229 | 100.00% | 100.00% |