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 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
16/06/2016 | - | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.51% |
15/06/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 65.21% | 98.97% |
14/06/2016 | 64.05% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,230 | 21,428 | 98.19% | 98.19% |
13/06/2016 | 65.96% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,263 | 20,263 | 98.88% | 98.88% |
10/06/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 74.44% | 98.91% |
09/06/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.36% |
08/06/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.70% |
07/06/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.04% |