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 | - | - |
17/06/2016 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 95.80% |
16/06/2016 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/06/2016 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/06/2016 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 99.72% |
13/06/2016 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 97.09% |
10/06/2016 | 58.05% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 499,987 | 6,615 | 11,615 | 49.37% | 98.45% |
09/06/2016 | 29.02% | 0.03 | 0.04 | 500,000 | 500,000 | 499,995 | 499,996 | 14,810 | 19,810 | 99.17% | 99.17% |
08/06/2016 | 23.74% | 0.03 | 0.04 | 500,000 | 500,000 | 500,000 | 499,995 | 18,939 | 23,939 | 96.52% | 96.52% |
07/06/2016 | 15.80% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 500,000 | 29,253 | 34,253 | 99.89% | 99.89% |