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 | - | - |
18/09/2015 | 12,12% | 0,26 | 0,29 | 150 000 | 150 000 | 150 000 | 150 000 | 34 949 | 39 449 | 92,79% | 92,79% |
17/09/2015 | 27,07% | 0,11 | 0,15 | 175 000 | 175 000 | 184 576 | 184 670 | 23 711 | 31 108 | 98,17% | 98,17% |
16/09/2015 | 32,50% | 0,13 | 0,17 | 175 000 | 175 000 | 202 884 | 202 884 | 21 285 | 29 400 | 99,64% | 99,64% |
15/09/2015 | 20,88% | 0,10 | 0,14 | 200 000 | 200 000 | 199 890 | 200 000 | 26 600 | 32 770 | 99,12% | 99,12% |
14/09/2015 | 14,45% | 0,14 | 0,17 | 200 000 | 200 000 | 371 070 | 371 070 | 51 349 | 59 061 | 100,00% | 100,00% |
11/09/2015 | 15,48% | 0,13 | 0,15 | 550 000 | 550 000 | 530 585 | 530 585 | 63 778 | 74 389 | 98,97% | 98,97% |
10/09/2015 | 17,47% | 0,12 | 0,14 | 500 000 | 500 000 | 518 343 | 518 343 | 54 289 | 64 656 | 98,94% | 98,94% |
09/09/2015 | 12,56% | 0,10 | 0,12 | 600 000 | 600 000 | 564 004 | 563 296 | 60 148 | 67 943 | 99,17% | 99,17% |
08/09/2015 | 8,50% | 0,11 | 0,12 | 550 000 | 550 000 | 511 440 | 511 440 | 57 632 | 62 746 | 99,97% | 99,97% |