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 | - | - |
16/09/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0,00% | 0,00% |
15/09/2016 | 27,61% | 0,03 | 0,05 | 500 000 | 25 000 | 500 000 | 25 000 | 32 708 | 2 135 | 98,85% | 98,85% |
14/09/2016 | 24,03% | 0,06 | 0,08 | 500 000 | 25 000 | 500 000 | 25 000 | 37 146 | 2 357 | 99,98% | 99,98% |
13/09/2016 | 18,08% | 0,11 | 0,13 | 460 000 | 25 000 | 499 514 | 25 000 | 29 358 | 1 756 | 98,03% | 98,03% |
12/09/2016 | 8,18% | 0,09 | 0,10 | 500 000 | 25 000 | 307 964 | 43 878 | 49 915 | 7 979 | 99,93% | 99,93% |
09/09/2016 | 61,18% | 0,09 | 0,12 | 500 000 | 25 000 | 500 000 | 63 187 | 19 211 | 3 937 | 99,33% | 99,33% |
08/09/2016 | 80,34% | 0,02 | 0,05 | 500 000 | 100 000 | 500 000 | 100 000 | 11 085 | 5 143 | 75,81% | 75,81% |
07/09/2016 | 85,67% | 0,02 | 0,05 | 500 000 | 100 000 | 500 000 | 100 000 | 10 007 | 5 000 | 99,98% | 99,98% |
06/09/2016 | 47,89% | 0,03 | 0,05 | 500 000 | 100 000 | 500 000 | 100 000 | 15 382 | 5 000 | 99,85% | 99,85% |