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 | - | - |
18/06/2015 | 19.08% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 999,947 | 999,834 | 50,204 | 60,199 | 99.65% | 99.73% |
17/06/2015 | 7.88% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 999,985 | 1,000,000 | 123,023 | 133,026 | 99.58% | 99.58% |
16/06/2015 | 7.17% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 999,911 | 999,831 | 136,559 | 146,553 | 99.70% | 99.70% |
15/06/2015 | 6.79% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 999,928 | 999,824 | 144,977 | 154,975 | 99.99% | 99.99% |
12/06/2015 | 4.09% | 0.19 | 0.20 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 244,421 | 254,476 | 99.78% | 99.78% |
11/06/2015 | 3.14% | 0.30 | 0.31 | 1,000,000 | 1,000,000 | 999,984 | 1,000,000 | 315,404 | 325,468 | 99.75% | 99.75% |
10/06/2015 | 4.17% | 0.28 | 0.29 | 1,000,000 | 1,000,000 | 999,926 | 1,000,000 | 235,860 | 245,878 | 99.51% | 99.51% |
09/06/2015 | 5.58% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 999,922 | 999,877 | 174,954 | 184,948 | 99.66% | 99.66% |
08/06/2015 | 4.21% | 0.23 | 0.24 | 1,000,000 | 1,000,000 | 999,977 | 999,991 | 232,505 | 242,508 | 99.87% | 99.87% |