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 | - | - |
26/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/07/2016 | - | 0.18 | 0.26 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/07/2016 | 15.30% | 0.22 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 121,752 | 141,752 | 99.35% | 99.35% |
21/07/2016 | 12.50% | 0.30 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 150,091 | 170,091 | 98.76% | 98.76% |
20/07/2016 | 13.94% | 0.25 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 133,927 | 153,927 | 99.36% | 99.36% |
19/07/2016 | 11.77% | 0.30 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 160,311 | 180,311 | 98.75% | 98.75% |
18/07/2016 | 11.64% | 0.31 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 162,074 | 182,074 | 99.34% | 99.34% |
15/07/2016 | 10.23% | 0.37 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 185,791 | 205,791 | 99.02% | 99.02% |
14/07/2016 | 11.72% | 0.39 | 0.43 | 500,000 | 500,000 | 500,000 | 500,000 | 163,308 | 183,308 | 99.05% | 99.05% |