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 | - | 0,01 | 0,03 | 140 000 | 180 000 | 0 | 0 | 0 | 0 | 0,00% | 96,83% |
17/09/2015 | 20,13% | 0,06 | 0,07 | 150 000 | 150 000 | 153 926 | 153 926 | 7 095 | 8 634 | 80,15% | 80,15% |
16/09/2015 | 16,17% | 0,06 | 0,07 | 140 000 | 140 000 | 139 999 | 140 000 | 8 091 | 9 491 | 92,83% | 92,83% |
15/09/2015 | 75,63% | 0,02 | 0,03 | 440 000 | 440 000 | 440 000 | 440 000 | 6 228 | 13 251 | 25,41% | 97,14% |
14/09/2015 | 61,37% | 0,01 | 0,02 | 310 000 | 310 000 | 254 005 | 254 005 | 5 065 | 8 998 | 59,10% | 86,44% |
11/09/2015 | 30,62% | 0,02 | 0,03 | 250 000 | 250 000 | 250 000 | 250 000 | 7 051 | 9 551 | 89,44% | 89,44% |
10/09/2015 | 23,61% | 0,04 | 0,05 | 220 000 | 220 000 | 211 648 | 211 648 | 8 070 | 10 187 | 89,01% | 89,01% |
09/09/2015 | 11,79% | 0,07 | 0,08 | 150 000 | 150 000 | 150 000 | 150 000 | 12 009 | 13 509 | 94,65% | 94,65% |
08/09/2015 | 12,55% | 0,06 | 0,07 | 170 000 | 170 000 | 178 259 | 178 259 | 13 383 | 15 166 | 97,52% | 97,52% |