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 | - | - |
25/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/07/2016 | 4.55% | 0.19 | 0.20 | 270,000 | 200,000 | 215,491 | 200,000 | 50,590 | 49,320 | 95.49% | 95.49% |
20/07/2016 | 3.67% | 0.31 | 0.32 | 200,000 | 200,000 | 200,000 | 200,000 | 63,199 | 65,564 | 98.80% | 98.80% |
19/07/2016 | 2.56% | 0.35 | 0.36 | 200,000 | 200,000 | 200,000 | 200,000 | 78,752 | 80,793 | 100.00% | 100.00% |
18/07/2016 | 2.65% | 0.39 | 0.40 | 200,000 | 200,000 | 200,000 | 200,000 | 77,156 | 79,229 | 100.00% | 100.00% |
15/07/2016 | 2.44% | 0.41 | 0.42 | 200,000 | 200,000 | 200,000 | 200,000 | 83,538 | 85,603 | 100.00% | 100.00% |
14/07/2016 | 2.95% | 0.40 | 0.41 | 200,000 | 200,000 | 193,996 | 190,798 | 79,400 | 80,326 | 100.00% | 100.00% |
13/07/2016 | 2.43% | 0.47 | 0.48 | 200,000 | 200,000 | 200,000 | 200,000 | 92,406 | 94,673 | 100.00% | 100.00% |