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% | 100.00% |
17/06/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/06/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 99.07% |
15/06/2015 | 66.67% | 0.01 | 0.01 | 100,000 | 100,000 | 475,285 | 475,285 | 4,753 | 9,506 | 2.56% | 99.65% |
12/06/2015 | 42.97% | 0.01 | 0.02 | 500,000 | 500,000 | 499,887 | 499,932 | 10,242 | 15,244 | 100.00% | 100.00% |
11/06/2015 | 21.56% | 0.03 | 0.04 | 500,000 | 500,000 | 499,936 | 500,000 | 20,969 | 25,972 | 99.63% | 99.63% |
10/06/2015 | 36.70% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 11,445 | 16,445 | 99.42% | 99.42% |
09/06/2015 | 59.26% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 499,913 | 6,389 | 11,387 | 100.00% | 100.00% |
08/06/2015 | 28.57% | 0.03 | 0.04 | 500,000 | 500,000 | 499,772 | 500,000 | 14,993 | 20,000 | 99.31% | 99.31% |