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 | - | - |
29/06/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
26/06/2015 | - | 0.12 | 0.13 | 100,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/06/2015 | 5.96% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 16,293 | 17,293 | 99.88% | 99.88% |
24/06/2015 | 5.70% | 0.18 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 17,073 | 18,073 | 99.98% | 99.98% |
23/06/2015 | 5.07% | 0.16 | 0.17 | 100,000 | 100,000 | 100,000 | 100,000 | 19,391 | 20,391 | 99.99% | 99.99% |
22/06/2015 | 4.18% | 0.23 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 23,431 | 24,431 | 99.93% | 99.93% |
18/06/2015 | 3.57% | 0.29 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 27,584 | 28,584 | 99.47% | 99.47% |
17/06/2015 | 4.81% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 20,321 | 21,321 | 100.00% | 100.00% |
16/06/2015 | 4.74% | 0.19 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 20,636 | 21,636 | 99.94% | 99.94% |