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 | 39.67% | 0.07 | 0.09 | 300,000 | 300,000 | 299,780 | 299,780 | 12,965 | 18,968 | 94.40% | 94.40% |
17/06/2015 | 16.12% | 0.11 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 34,618 | 40,618 | 93.68% | 93.68% |
16/06/2015 | 14.32% | 0.13 | 0.15 | 300,000 | 300,000 | 300,000 | 300,000 | 39,450 | 45,450 | 100.00% | 100.00% |
15/06/2015 | 13.40% | 0.11 | 0.13 | 300,000 | 300,000 | 300,000 | 300,000 | 42,452 | 48,452 | 97.13% | 97.13% |
12/06/2015 | 8.21% | 0.18 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 71,202 | 77,202 | 96.74% | 96.74% |
11/06/2015 | 6.28% | 0.29 | 0.31 | 300,000 | 300,000 | 300,000 | 300,000 | 92,763 | 98,767 | 99.60% | 99.60% |
10/06/2015 | 8.46% | 0.27 | 0.29 | 300,000 | 300,000 | 300,000 | 300,000 | 68,209 | 74,209 | 100.00% | 100.00% |
09/06/2015 | 11.48% | 0.16 | 0.18 | 300,000 | 300,000 | 300,000 | 300,000 | 49,465 | 55,465 | 100.00% | 100.00% |
08/06/2015 | 8.55% | 0.22 | 0.24 | 300,000 | 300,000 | 300,000 | 300,000 | 67,197 | 73,197 | 100.00% | 100.00% |