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 | - | - |
03/10/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/09/2016 | - | 0.01 | 0.02 | 300,000 | 222,050 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2016 | 3.18% | 0.18 | 0.19 | 50,000 | 50,000 | 297,706 | 224,612 | 94,480 | 73,590 | 96.82% | 96.82% |
28/09/2016 | 3.58% | 0.24 | 0.25 | 300,000 | 227,050 | 300,000 | 233,448 | 82,760 | 66,794 | 98.23% | 98.23% |
27/09/2016 | 9.28% | 0.12 | 0.14 | 50,000 | 50,000 | 296,629 | 288,296 | 35,623 | 37,501 | 91.66% | 91.66% |
26/09/2016 | 3.84% | 0.20 | 0.21 | 50,000 | 50,000 | 292,091 | 292,091 | 75,664 | 78,585 | 98.77% | 98.77% |
23/09/2016 | 2.12% | 0.45 | 0.46 | 300,000 | 300,000 | 300,000 | 300,000 | 140,006 | 143,006 | 98.41% | 98.41% |
22/09/2016 | 2.19% | 0.50 | 0.51 | 300,000 | 300,000 | 300,000 | 300,000 | 137,402 | 140,402 | 96.90% | 96.90% |
21/09/2016 | 3.28% | 0.24 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 90,812 | 93,812 | 100.00% | 100.00% |