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 | - | - |
29/06/2015 | - | - | 0.12 | 0 | 75,000 | 0 | 0 | 0 | 0 | 0.00% | 27.39% |
26/06/2015 | - | - | 0.07 | 0 | 600,000 | 0 | 0 | 0 | 0 | 0.00% | 97.96% |
25/06/2015 | 34.71% | 0.04 | 0.06 | 250,000 | 250,000 | 282,162 | 282,162 | 13,595 | 19,238 | 94.29% | 94.29% |
24/06/2015 | 12.52% | 0.08 | 0.09 | 250,000 | 250,000 | 256,146 | 256,149 | 19,400 | 21,961 | 97.20% | 97.20% |
23/06/2015 | 11.69% | 0.08 | 0.09 | 200,000 | 200,000 | 231,757 | 231,757 | 18,661 | 20,978 | 99.75% | 99.75% |
22/06/2015 | 18.69% | 0.05 | 0.06 | 250,000 | 250,000 | 308,575 | 308,575 | 14,949 | 18,035 | 99.84% | 99.84% |
18/06/2015 | 27.37% | 0.04 | 0.05 | 350,000 | 350,000 | 392,581 | 392,581 | 12,444 | 16,369 | 98.89% | 98.89% |
17/06/2015 | 20.45% | 0.04 | 0.05 | 350,000 | 350,000 | 394,092 | 394,092 | 17,591 | 21,532 | 100.00% | 100.00% |
16/06/2015 | 27.34% | 0.04 | 0.05 | 450,000 | 450,000 | 474,006 | 474,006 | 15,447 | 20,187 | 98.55% | 98.55% |