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 | - | - |
26/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/09/2016 | 13.77% | 0.03 | 0.04 | 300,000 | 300,000 | 300,000 | 300,000 | 22,313 | 25,313 | 72.11% | 72.12% |
22/09/2016 | 6.28% | 0.18 | 0.19 | 300,000 | 300,000 | 300,000 | 300,000 | 46,790 | 49,790 | 99.72% | 99.72% |
21/09/2016 | 13.44% | 0.05 | 0.06 | 300,000 | 300,000 | 300,000 | 300,000 | 21,314 | 24,314 | 99.79% | 99.79% |
20/09/2016 | 14.89% | 0.04 | 0.05 | 300,000 | 300,000 | 300,000 | 300,000 | 21,208 | 24,208 | 98.75% | 98.75% |
19/09/2016 | 6.63% | 0.15 | 0.16 | 300,000 | 300,000 | 300,000 | 300,000 | 43,990 | 46,990 | 100.00% | 100.00% |
16/09/2016 | 4.05% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 74,594 | 77,594 | 99.36% | 99.36% |
15/09/2016 | 3.31% | 0.29 | 0.30 | 300,000 | 300,000 | 300,000 | 300,000 | 89,376 | 92,376 | 99.44% | 99.44% |
14/09/2016 | 3.53% | 0.28 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 83,926 | 86,926 | 97.51% | 97.51% |