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 | - | - |
22/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/09/2016 | 9.81% | 0.03 | 0.04 | 300,000 | 300,000 | 300,000 | 300,000 | 30,986 | 33,986 | 59.42% | 59.42% |
20/09/2016 | 8.06% | 0.12 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 35,917 | 38,917 | 99.83% | 99.83% |
19/09/2016 | 7.75% | 0.12 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 37,461 | 40,461 | 100.00% | 100.00% |
16/09/2016 | 6.77% | 0.17 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 43,131 | 46,131 | 99.40% | 99.40% |
15/09/2016 | 5.33% | 0.19 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 55,002 | 58,002 | 99.52% | 99.52% |
14/09/2016 | 4.44% | 0.18 | 0.19 | 300,000 | 300,000 | 300,000 | 300,000 | 66,516 | 69,516 | 97.61% | 97.61% |
13/09/2016 | 6.38% | 0.16 | 0.17 | 300,000 | 300,000 | 300,000 | 300,000 | 46,150 | 49,150 | 100.00% | 100.00% |
12/09/2016 | 6.49% | 0.15 | 0.16 | 300,000 | 300,000 | 300,000 | 300,000 | 45,110 | 48,110 | 99.84% | 99.84% |