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 | 0,58% | 1,71 | 1,72 | 225 000 | 225 000 | 225 000 | 225 000 | 389 057 | 391 307 | 99,85% | 99,85% |
15/09/2016 | 0,56% | 1,78 | 1,79 | 225 000 | 225 000 | 225 000 | 225 000 | 399 593 | 401 843 | 99,57% | 99,57% |
14/09/2016 | 0,55% | 1,82 | 1,83 | 225 000 | 225 000 | 225 000 | 225 000 | 407 419 | 409 669 | 99,60% | 99,60% |
13/09/2016 | 0,54% | 1,83 | 1,84 | 225 000 | 225 000 | 225 000 | 225 000 | 415 266 | 417 516 | 100,00% | 100,00% |
12/09/2016 | 0,54% | 1,82 | 1,83 | 225 000 | 225 000 | 225 000 | 225 000 | 414 602 | 416 852 | 99,84% | 99,84% |
09/09/2016 | 0,52% | 1,92 | 1,93 | 225 000 | 225 000 | 225 000 | 225 000 | 433 193 | 435 443 | 100,00% | 100,00% |
08/09/2016 | 0,49% | 2,01 | 2,02 | 225 000 | 225 000 | 225 000 | 225 000 | 457 178 | 459 428 | 99,10% | 99,10% |
07/09/2016 | 0,49% | 2,02 | 2,03 | 225 000 | 225 000 | 225 000 | 225 000 | 461 007 | 463 257 | 99,99% | 99,99% |
06/09/2016 | 0,52% | 1,99 | 2,00 | 225 000 | 225 000 | 225 000 | 225 000 | 432 277 | 434 527 | 97,38% | 97,38% |