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 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 95.74% |
17/06/2015 | 62.10% | 0.01 | 0.02 | 500,000 | 100,000 | 500,000 | 100,000 | 6,216 | 2,277 | 63.83% | 99.88% |
16/06/2015 | 46.45% | 0.02 | 0.03 | 500,000 | 100,000 | 500,000 | 100,000 | 9,394 | 2,952 | 100.00% | 100.00% |
15/06/2015 | 28.47% | 0.03 | 0.04 | 500,000 | 100,000 | 500,000 | 100,000 | 17,831 | 4,746 | 100.00% | 100.00% |
12/06/2015 | 16.81% | 0.06 | 0.08 | 500,000 | 100,000 | 500,000 | 100,000 | 36,697 | 8,617 | 100.00% | 100.00% |
11/06/2015 | 10.84% | 0.09 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 56,453 | 12,581 | 100.00% | 100.00% |
10/06/2015 | 14.69% | 0.09 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 36,595 | 8,451 | 100.00% | 100.00% |
09/06/2015 | 13.94% | 0.07 | 0.08 | 500,000 | 100,000 | 500,000 | 100,000 | 34,014 | 7,803 | 100.00% | 100.00% |
08/06/2015 | 10.58% | 0.09 | 0.10 | 500,000 | 100,000 | 500,000 | 100,000 | 48,684 | 10,821 | 100.00% | 100.00% |