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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/09/2016 | 13.97% | 0.07 | 0.08 | 500,000 | 200,000 | 500,000 | 200,000 | 35,001 | 16,110 | 100.00% | 100.00% |
27/09/2016 | 8.73% | 0.10 | 0.11 | 500,000 | 200,000 | 461,552 | 200,000 | 50,547 | 23,922 | 100.00% | 100.00% |
26/09/2016 | 7.99% | 0.11 | 0.12 | 460,000 | 200,000 | 420,500 | 200,000 | 50,531 | 26,118 | 100.00% | 100.00% |
23/09/2016 | 7.41% | 0.13 | 0.14 | 390,000 | 200,000 | 390,000 | 200,000 | 50,700 | 28,000 | 100.00% | 100.00% |
22/09/2016 | 7.41% | 0.13 | 0.14 | 390,000 | 200,000 | 390,003 | 200,000 | 50,700 | 28,000 | 100.00% | 100.00% |
21/09/2016 | 7.33% | 0.14 | 0.15 | 360,000 | 200,000 | 385,329 | 200,000 | 50,653 | 28,312 | 100.00% | 100.00% |
20/09/2016 | 7.34% | 0.14 | 0.15 | 360,000 | 200,000 | 386,092 | 200,000 | 50,661 | 28,261 | 100.00% | 100.00% |