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 | 15,03% | 0,03 | 0,04 | 125 000 | 125 000 | 125 000 | 125 000 | 8 050 | 9 300 | 99,67% | 99,67% |
15/09/2016 | 5,76% | 0,17 | 0,18 | 125 000 | 125 000 | 125 000 | 125 000 | 21 206 | 22 456 | 97,69% | 97,69% |
14/09/2016 | 7,00% | 0,13 | 0,14 | 125 000 | 125 000 | 125 000 | 125 000 | 17 317 | 18 567 | 98,07% | 98,07% |
13/09/2016 | 5,36% | 0,16 | 0,17 | 125 000 | 125 000 | 125 000 | 125 000 | 22 735 | 23 985 | 100,00% | 100,00% |
12/09/2016 | 6,36% | 0,18 | 0,19 | 125 000 | 125 000 | 125 000 | 125 000 | 19 092 | 20 342 | 99,84% | 99,84% |
09/09/2016 | 4,39% | 0,22 | 0,23 | 125 000 | 125 000 | 125 000 | 125 000 | 27 864 | 29 114 | 98,64% | 98,64% |
08/09/2016 | 6,10% | 0,17 | 0,18 | 125 000 | 125 000 | 125 000 | 125 000 | 19 917 | 21 167 | 98,85% | 98,85% |
07/09/2016 | 8,09% | 0,15 | 0,16 | 150 000 | 150 000 | 150 000 | 150 000 | 18 543 | 20 043 | 99,86% | 99,86% |
06/09/2016 | 6,77% | 0,10 | 0,11 | 125 000 | 125 000 | 125 000 | 125 000 | 18 158 | 19 408 | 99,14% | 99,14% |