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 | 44,01% | 0,01 | 0,05 | 400 000 | 20 000 | 400 000 | 274 651 | 16 292 | 16 536 | 80,84% | 97,84% |
17/09/2015 | 10,32% | 0,10 | 0,11 | 350 000 | 350 000 | 350 000 | 350 000 | 32 341 | 35 841 | 98,82% | 98,82% |
16/09/2015 | 10,57% | 0,08 | 0,09 | 350 000 | 350 000 | 350 000 | 350 000 | 31 627 | 35 127 | 99,98% | 99,98% |
15/09/2015 | 16,88% | 0,09 | 0,10 | 400 000 | 400 000 | 455 622 | 455 622 | 25 746 | 30 302 | 97,51% | 97,51% |
14/09/2015 | 15,23% | 0,05 | 0,06 | 500 000 | 500 000 | 443 683 | 443 683 | 27 309 | 31 746 | 100,00% | 100,00% |
11/09/2015 | 12,82% | 0,08 | 0,09 | 450 000 | 450 000 | 430 962 | 430 962 | 31 615 | 35 924 | 98,70% | 98,70% |
10/09/2015 | 9,14% | 0,11 | 0,12 | 400 000 | 400 000 | 381 279 | 381 279 | 40 301 | 44 114 | 99,94% | 99,94% |
09/09/2015 | 6,57% | 0,14 | 0,15 | 350 000 | 350 000 | 350 000 | 350 000 | 51 808 | 55 308 | 100,00% | 100,00% |
08/09/2015 | 10,14% | 0,08 | 0,09 | 400 000 | 400 000 | 418 783 | 418 783 | 39 365 | 43 553 | 100,00% | 100,00% |