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 | 15.76% | 0.07 | 0.09 | 500,000 | 25,000 | 475,382 | 25,000 | 47,301 | 2,945 | 50.41% | 50.41% |
28/09/2016 | 11.03% | 0.13 | 0.15 | 390,000 | 25,000 | 356,120 | 25,000 | 50,707 | 3,990 | 100.00% | 100.00% |
27/09/2016 | 13.16% | 0.12 | 0.13 | 420,000 | 25,000 | 459,234 | 25,000 | 49,342 | 3,112 | 100.00% | 100.00% |
26/09/2016 | 7.71% | 0.18 | 0.19 | 280,000 | 25,000 | 270,153 | 25,000 | 50,871 | 5,100 | 100.00% | 100.00% |
23/09/2016 | 6.88% | 0.25 | 0.27 | 200,000 | 25,000 | 211,490 | 25,000 | 50,407 | 6,399 | 100.00% | 100.00% |
22/09/2016 | 7.39% | 0.24 | 0.26 | 210,000 | 25,000 | 236,935 | 25,000 | 50,512 | 5,788 | 100.00% | 100.00% |