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 | - | - |
22/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/05/2015 | 8.91% | 0.06 | 0.07 | 260,000 | 300,000 | 299,800 | 299,816 | 33,434 | 36,453 | 71.59% | 71.59% |
20/05/2015 | 6.55% | 0.11 | 0.12 | 300,000 | 300,000 | 299,975 | 299,987 | 45,292 | 48,300 | 99.97% | 99.97% |
19/05/2015 | 5.03% | 0.16 | 0.17 | 300,000 | 300,000 | 299,962 | 299,923 | 60,257 | 63,333 | 99.85% | 99.85% |
18/05/2015 | 2.34% | 0.40 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 130,158 | 133,219 | 99.83% | 99.83% |
15/05/2015 | 2.16% | 0.52 | 0.53 | 300,000 | 300,000 | 300,000 | 300,000 | 139,664 | 142,699 | 99.92% | 99.92% |
13/05/2015 | 1.59% | 0.68 | 0.69 | 300,000 | 300,000 | 300,000 | 300,000 | 190,688 | 193,746 | 99.87% | 99.87% |
12/05/2015 | 1.39% | 0.68 | 0.69 | 300,000 | 300,000 | 299,996 | 300,000 | 218,798 | 221,845 | 99.81% | 99.81% |
11/05/2015 | 1.67% | 0.53 | 0.54 | 300,000 | 300,000 | 300,000 | 300,000 | 179,863 | 182,883 | 99.91% | 99.91% |