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 | 0,05 | 150 000 | 15 000 | 0 | 0 | 0 | 0 | 0,00% | 99,37% |
17/09/2015 | 12,22% | 0,08 | 0,09 | 150 000 | 150 000 | 150 000 | 150 000 | 11 620 | 13 120 | 98,44% | 98,44% |
16/09/2015 | 11,66% | 0,08 | 0,09 | 150 000 | 150 000 | 150 000 | 150 000 | 12 267 | 13 767 | 97,77% | 97,77% |
15/09/2015 | 15,28% | 0,09 | 0,10 | 200 000 | 200 000 | 220 058 | 220 058 | 13 653 | 15 854 | 61,44% | 61,44% |
14/09/2015 | 10,50% | 0,08 | 0,09 | 200 000 | 200 000 | 156 863 | 156 863 | 14 592 | 16 161 | 42,47% | 42,47% |
11/09/2015 | 7,08% | 0,14 | 0,15 | 150 000 | 150 000 | 150 000 | 150 000 | 20 509 | 22 009 | 79,65% | 79,65% |
10/09/2015 | 5,60% | 0,17 | 0,18 | 150 000 | 150 000 | 150 000 | 150 000 | 26 325 | 27 825 | 96,41% | 96,41% |
09/09/2015 | 3,99% | 0,23 | 0,24 | 100 000 | 100 000 | 137 469 | 137 469 | 33 965 | 35 340 | 99,52% | 99,52% |
08/09/2015 | 5,37% | 0,17 | 0,18 | 150 000 | 150 000 | 150 000 | 150 000 | 27 256 | 28 756 | 99,26% | 99,26% |