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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.84% |
17/06/2015 | 120.00% | 0.01 | 0.03 | 320,000 | 410,000 | 320,000 | 320,000 | 3,200 | 12,800 | 2.98% | 99.90% |
16/06/2015 | 98.27% | 0.02 | 0.04 | 520,000 | 520,000 | 492,661 | 492,661 | 5,175 | 15,004 | 41.99% | 97.97% |
15/06/2015 | 51.10% | 0.02 | 0.03 | 290,000 | 290,000 | 276,996 | 276,996 | 5,101 | 8,372 | 80.05% | 80.05% |
12/06/2015 | 16.82% | 0.05 | 0.06 | 190,000 | 190,000 | 182,071 | 182,071 | 10,026 | 11,847 | 95.67% | 95.67% |
11/06/2015 | 8.96% | 0.09 | 0.10 | 150,000 | 150,000 | 154,106 | 154,106 | 16,505 | 18,046 | 97.05% | 97.05% |
10/06/2015 | 10.13% | 0.10 | 0.11 | 170,000 | 170,000 | 174,074 | 174,074 | 16,347 | 18,088 | 98.32% | 98.32% |
09/06/2015 | 11.49% | 0.09 | 0.10 | 190,000 | 190,000 | 190,000 | 190,000 | 15,671 | 17,571 | 95.12% | 95.12% |
08/06/2015 | 11.56% | 0.09 | 0.10 | 190,000 | 190,000 | 186,054 | 186,054 | 15,228 | 17,089 | 86.62% | 86.62% |