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 | - | 0.06 | 0.07 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
29/09/2016 | 1.72% | 0.36 | 0.37 | 500,000 | 500,000 | 499,972 | 500,000 | 295,062 | 300,080 | 99.60% | 99.60% |
28/09/2016 | 1.91% | 0.45 | 0.46 | 500,000 | 500,000 | 499,984 | 500,000 | 260,460 | 265,467 | 98.43% | 98.43% |
27/09/2016 | 4.81% | 0.24 | 0.25 | 500,000 | 500,000 | 499,885 | 500,000 | 120,544 | 125,578 | 98.57% | 98.57% |
26/09/2016 | 1.93% | 0.41 | 0.42 | 500,000 | 500,000 | 499,930 | 499,972 | 259,941 | 264,964 | 99.10% | 99.10% |
23/09/2016 | 1.09% | 0.89 | 0.90 | 500,000 | 500,000 | 499,993 | 499,998 | 456,515 | 461,520 | 99.86% | 99.86% |
22/09/2016 | 1.15% | 0.98 | 0.99 | 500,000 | 500,000 | 499,976 | 499,999 | 437,232 | 442,250 | 99.88% | 99.88% |
21/09/2016 | 1.75% | 0.47 | 0.48 | 500,000 | 500,000 | 499,933 | 499,912 | 284,884 | 289,879 | 99.89% | 99.89% |