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 | 7.00% | 0.12 | 0.13 | 450,000 | 450,000 | 393,568 | 393,568 | 54,250 | 58,186 | 74.66% | 74.66% |
17/06/2015 | 8.55% | 0.12 | 0.13 | 450,000 | 450,000 | 483,621 | 483,621 | 54,187 | 59,023 | 88.71% | 88.71% |
16/06/2015 | 7.47% | 0.15 | 0.16 | 400,000 | 400,000 | 411,593 | 411,593 | 53,017 | 57,133 | 90.57% | 90.57% |
15/06/2015 | 10.59% | 0.11 | 0.12 | 500,000 | 500,000 | 499,474 | 499,474 | 45,083 | 50,077 | 89.71% | 89.71% |
12/06/2015 | 14.37% | 0.10 | 0.11 | 500,000 | 500,000 | 497,864 | 497,864 | 33,931 | 38,910 | 95.64% | 95.64% |
11/06/2015 | 8.40% | 0.09 | 0.10 | 500,000 | 500,000 | 456,804 | 456,804 | 52,334 | 56,902 | 94.88% | 94.88% |
10/06/2015 | 7.88% | 0.12 | 0.13 | 450,000 | 450,000 | 424,277 | 424,277 | 52,443 | 56,685 | 88.74% | 88.74% |
09/06/2015 | 5.28% | 0.16 | 0.17 | 350,000 | 350,000 | 289,456 | 289,456 | 53,234 | 56,129 | 91.59% | 91.59% |
08/06/2015 | 4.73% | 0.23 | 0.24 | 250,000 | 250,000 | 262,476 | 262,476 | 54,169 | 56,793 | 89.82% | 89.82% |