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 | 40.18% | 0.02 | 0.03 | 100,000 | 100,000 | 484,434 | 100,000 | 15,967 | 4,727 | 26.21% | 26.21% |
28/09/2016 | 10.24% | 0.10 | 0.11 | 500,000 | 100,000 | 498,638 | 100,000 | 46,636 | 10,357 | 100.00% | 100.00% |
27/09/2016 | 5.35% | 0.17 | 0.18 | 300,000 | 100,000 | 279,476 | 100,000 | 50,856 | 19,314 | 100.00% | 100.00% |
26/09/2016 | 6.53% | 0.16 | 0.17 | 320,000 | 100,000 | 338,683 | 100,000 | 50,980 | 16,098 | 100.00% | 100.00% |
23/09/2016 | 12.95% | 0.09 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 46,735 | 10,640 | 100.00% | 100.00% |
22/09/2016 | 11.13% | 0.07 | 0.08 | 500,000 | 100,000 | 450,635 | 100,000 | 47,453 | 12,067 | 100.00% | 100.00% |
21/09/2016 | 5.71% | 0.21 | 0.23 | 240,000 | 100,000 | 226,622 | 100,000 | 50,515 | 23,651 | 100.00% | 100.00% |
20/09/2016 | 3.61% | 0.28 | 0.29 | 180,000 | 100,000 | 186,196 | 100,000 | 51,167 | 28,515 | 100.00% | 100.00% |