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 | 9.68% | 1.27 | 1.37 | 50,000 | 50,000 | 50,000 | 50,000 | 49,732 | 54,732 | 100.00% | 100.00% |
17/06/2015 | 6.63% | 1.43 | 1.53 | 50,000 | 50,000 | 50,000 | 50,000 | 73,117 | 78,117 | 95.25% | 95.25% |
16/06/2015 | 6.33% | 1.57 | 1.67 | 50,000 | 50,000 | 50,000 | 50,000 | 76,774 | 81,774 | 98.69% | 98.69% |
15/06/2015 | 6.19% | 1.42 | 1.52 | 50,000 | 50,000 | 50,000 | 50,000 | 78,662 | 83,662 | 99.02% | 99.02% |
12/06/2015 | 4.63% | 1.82 | 1.92 | 50,000 | 50,000 | 50,000 | 50,000 | 105,928 | 110,928 | 100.00% | 100.00% |
11/06/2015 | 3.95% | 2.38 | 2.48 | 50,000 | 50,000 | 50,000 | 50,000 | 124,249 | 129,249 | 98.46% | 98.46% |
10/06/2015 | 4.77% | 2.27 | 2.37 | 50,000 | 50,000 | 50,000 | 50,000 | 102,595 | 107,595 | 92.28% | 92.28% |
09/06/2015 | 5.86% | 1.66 | 1.76 | 50,000 | 50,000 | 50,000 | 50,000 | 82,859 | 87,859 | 91.49% | 91.49% |
08/06/2015 | 4.87% | 1.99 | 2.09 | 50,000 | 50,000 | 50,000 | 50,000 | 100,210 | 105,210 | 100.00% | 100.00% |