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 | - | - |
26/06/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/06/2015 | 1.82% | 0.32 | 0.33 | 50,000 | 50,000 | 50,000 | 50,000 | 27,445 | 27,945 | 57.13% | 57.13% |
24/06/2015 | 1.55% | 0.57 | 0.58 | 50,000 | 50,000 | 50,000 | 50,000 | 32,128 | 32,628 | 99.56% | 99.56% |
23/06/2015 | 1.59% | 0.55 | 0.56 | 50,000 | 50,000 | 50,000 | 50,000 | 31,281 | 31,781 | 98.95% | 98.95% |
22/06/2015 | 1.53% | 0.60 | 0.61 | 50,000 | 50,000 | 50,000 | 50,000 | 32,654 | 33,154 | 98.79% | 98.79% |
18/06/2015 | 0.96% | 1.07 | 1.08 | 50,000 | 50,000 | 50,000 | 49,999 | 52,104 | 52,603 | 98.00% | 98.00% |
17/06/2015 | 0.83% | 1.19 | 1.20 | 50,000 | 50,000 | 50,000 | 50,000 | 59,654 | 60,154 | 97.31% | 97.31% |
16/06/2015 | 0.75% | 1.30 | 1.31 | 50,000 | 50,000 | 50,000 | 50,000 | 66,316 | 66,816 | 98.50% | 98.50% |
15/06/2015 | 0.78% | 1.28 | 1.29 | 50,000 | 50,000 | 50,000 | 50,000 | 64,051 | 64,551 | 99.00% | 99.00% |