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 | 29.08% | 0.12 | 0.14 | 25,000 | 25,000 | 25,000 | 25,000 | 1,580 | 2,080 | 89.60% | 89.60% |
17/06/2015 | 23.53% | 0.08 | 0.10 | 50,000 | 50,000 | 50,000 | 50,000 | 3,776 | 4,776 | 87.67% | 87.67% |
16/06/2015 | 33.53% | 0.08 | 0.10 | 70,000 | 70,000 | 65,870 | 65,870 | 3,354 | 4,671 | 98.48% | 98.48% |
15/06/2015 | 26.44% | 0.06 | 0.08 | 60,000 | 60,000 | 60,000 | 60,000 | 3,991 | 5,191 | 99.68% | 99.68% |
12/06/2015 | 15.01% | 0.10 | 0.12 | 50,000 | 50,000 | 50,000 | 50,000 | 6,224 | 7,224 | 99.60% | 99.60% |
11/06/2015 | 13.39% | 0.12 | 0.14 | 50,000 | 50,000 | 50,000 | 50,000 | 7,028 | 8,028 | 97.29% | 97.29% |
10/06/2015 | 19.30% | 0.12 | 0.14 | 60,000 | 60,000 | 60,000 | 60,000 | 5,733 | 6,933 | 93.85% | 93.85% |
09/06/2015 | 22.15% | 0.08 | 0.10 | 60,000 | 60,000 | 64,101 | 64,101 | 5,155 | 6,437 | 97.10% | 97.10% |
08/06/2015 | 26.28% | 0.07 | 0.09 | 60,000 | 60,000 | 68,158 | 68,158 | 4,513 | 5,877 | 99.67% | 99.67% |