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 | - | - |
15/09/2017 | - | - | 0,03 | 0 | 500 000 | 0 | 0 | 0 | 0 | 0,00% | 100,00% |
14/09/2017 | 100,00% | 0,01 | 0,03 | 500 000 | 500 000 | 497 808 | 500 000 | 4 978 | 15 000 | 0,98% | 97,01% |
13/09/2017 | 39,78% | 0,02 | 0,03 | 500 000 | 500 000 | 500 000 | 499 998 | 10 095 | 15 095 | 97,84% | 97,84% |
11/09/2017 | 9,99% | 0,06 | 0,07 | 310 000 | 310 000 | 310 000 | 309 987 | 30 808 | 33 907 | 97,22% | 97,22% |
08/09/2017 | 3,83% | 0,19 | 0,20 | 300 000 | 300 000 | 300 000 | 299 999 | 77 992 | 80 992 | 93,77% | 93,77% |
07/09/2017 | 4,41% | 0,21 | 0,22 | 310 000 | 310 000 | 310 000 | 309 994 | 69 307 | 72 406 | 98,47% | 98,47% |
06/09/2017 | 4,21% | 0,23 | 0,24 | 310 000 | 310 000 | 309 904 | 309 989 | 72 580 | 75 699 | 96,89% | 96,89% |
05/09/2017 | 7,19% | 0,21 | 0,22 | 390 000 | 390 000 | 389 997 | 389 992 | 53 735 | 57 634 | 95,87% | 95,87% |
04/09/2017 | 7,07% | 0,13 | 0,14 | 480 000 | 480 000 | 480 000 | 480 000 | 65 620 | 70 420 | 100,00% | 100,00% |