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 | - | - |
18/06/2015 | 66.67% | 0.01 | 0.01 | 250,000 | 100,000 | 250,000 | 250,000 | 2,500 | 5,000 | 14.33% | 100.00% |
17/06/2015 | 63.04% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 2,840 | 5,340 | 100.00% | 100.00% |
16/06/2015 | 39.62% | 0.02 | 0.03 | 250,000 | 250,000 | 250,000 | 250,000 | 5,155 | 7,655 | 98.96% | 98.96% |
15/06/2015 | 46.49% | 0.03 | 0.04 | 250,000 | 250,000 | 250,000 | 250,000 | 4,798 | 7,298 | 99.75% | 99.75% |
12/06/2015 | 28.42% | 0.03 | 0.04 | 250,000 | 250,000 | 249,959 | 250,000 | 7,559 | 10,061 | 99.89% | 100.00% |
11/06/2015 | 38.20% | 0.02 | 0.03 | 250,000 | 250,000 | 249,839 | 250,000 | 5,391 | 7,895 | 99.46% | 99.56% |
10/06/2015 | 66.67% | 0.01 | 0.02 | 250,000 | 250,000 | 250,000 | 250,000 | 2,500 | 5,000 | 20.99% | 99.23% |
09/06/2015 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08/06/2015 | - | 0.01 | 0.01 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.20% |