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 | - | - |
01/06/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
31/05/2016 | 175.60% | 0.01 | 0.25 | 500,000 | 100,000 | 500,000 | 100,000 | 8,220 | 25,000 | 78.11% | 78.11% |
30/05/2016 | - | - | 0.25 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 97.74% |
27/05/2016 | 91.14% | 0.09 | 0.25 | 500,000 | 100,000 | 500,000 | 100,000 | 46,937 | 25,000 | 99.97% | 99.97% |
26/05/2016 | 70.72% | 0.14 | 0.25 | 500,000 | 100,000 | 500,000 | 100,000 | 59,965 | 25,000 | 99.77% | 99.98% |
25/05/2016 | 38.21% | 0.14 | 0.25 | 500,000 | 100,000 | 500,000 | 100,000 | 85,810 | 25,000 | 99.98% | 99.98% |
24/05/2016 | 2.22% | 0.31 | 0.32 | 500,000 | 100,000 | 500,000 | 100,000 | 229,379 | 46,876 | 99.98% | 99.98% |
23/05/2016 | 1.93% | 0.51 | 0.52 | 500,000 | 100,000 | 500,000 | 100,000 | 257,566 | 52,513 | 99.98% | 99.98% |
20/05/2016 | 1.79% | 0.49 | 0.50 | 500,000 | 100,000 | 500,000 | 100,000 | 278,476 | 56,695 | 99.97% | 99.97% |