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 | - | - |
16/09/2016 | 48.94% | 0.04 | 0.07 | 500,000 | 50,000 | 500,000 | 50,000 | 19,602 | 3,234 | 100.00% | 100.00% |
15/09/2016 | 44.98% | 0.04 | 0.07 | 500,000 | 50,000 | 500,000 | 50,000 | 18,801 | 2,998 | 100.00% | 100.00% |
14/09/2016 | 41.70% | 0.03 | 0.04 | 500,000 | 50,000 | 500,000 | 50,000 | 14,386 | 2,167 | 100.00% | 100.00% |
13/09/2016 | 30.70% | 0.03 | 0.04 | 500,000 | 50,000 | 500,000 | 50,000 | 18,679 | 2,529 | 100.00% | 100.00% |
12/09/2016 | 55.46% | 0.03 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 11,622 | 2,036 | 100.00% | 100.00% |
09/09/2016 | 35.38% | 0.03 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 18,335 | 2,613 | 98.43% | 98.43% |
08/09/2016 | 26.98% | 0.04 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 22,869 | 2,986 | 100.00% | 100.00% |
07/09/2016 | 33.77% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 21,452 | 3,003 | 100.00% | 100.00% |
06/09/2016 | 29.21% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 25,730 | 3,449 | 100.00% | 100.00% |