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 | - | - |
26/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/08/2015 | 0.87% | 0.84 | 0.85 | 300,000 | 300,000 | 300,000 | 300,000 | 347,041 | 350,041 | 76.41% | 76.41% |
21/08/2015 | 0.38% | 2.33 | 2.34 | 300,000 | 300,000 | 300,000 | 300,000 | 792,887 | 795,887 | 99.73% | 99.73% |
20/08/2015 | 0.30% | 3.05 | 3.06 | 300,000 | 300,000 | 300,000 | 300,000 | 983,290 | 986,290 | 99.02% | 99.02% |
19/08/2015 | 0.28% | 3.45 | 3.46 | 300,000 | 300,000 | 300,000 | 300,000 | 1,074,250 | 1,077,250 | 99.74% | 99.74% |
18/08/2015 | 0.27% | 3.75 | 3.76 | 300,000 | 300,000 | 300,000 | 300,000 | 1,121,260 | 1,124,260 | 99.74% | 99.74% |
17/08/2015 | 0.28% | 3.72 | 3.73 | 300,000 | 300,000 | 300,000 | 300,000 | 1,082,220 | 1,085,220 | 98.89% | 98.89% |
14/08/2015 | 0.28% | 3.49 | 3.50 | 300,000 | 300,000 | 300,000 | 300,000 | 1,059,970 | 1,062,970 | 99.84% | 99.84% |