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 | 19.31% | 0.07 | 0.08 | 170,000 | 170,000 | 157,821 | 157,821 | 7,705 | 9,283 | 97.89% | 97.89% |
17/06/2015 | 10.75% | 0.08 | 0.09 | 130,000 | 130,000 | 125,986 | 125,986 | 11,156 | 12,416 | 99.12% | 99.12% |
16/06/2015 | 11.93% | 0.11 | 0.12 | 160,000 | 160,000 | 147,712 | 147,712 | 11,799 | 13,276 | 97.76% | 97.76% |
15/06/2015 | 8.59% | 0.11 | 0.12 | 130,000 | 130,000 | 121,899 | 121,899 | 13,605 | 14,824 | 99.51% | 99.51% |
12/06/2015 | 5.71% | 0.17 | 0.18 | 110,000 | 110,000 | 110,000 | 110,000 | 18,817 | 19,917 | 99.40% | 99.40% |
11/06/2015 | 3.98% | 0.23 | 0.24 | 100,000 | 100,000 | 104,042 | 104,042 | 25,634 | 26,675 | 98.84% | 98.84% |
10/06/2015 | 4.42% | 0.23 | 0.24 | 110,000 | 110,000 | 110,000 | 110,000 | 24,367 | 25,467 | 99.95% | 99.95% |
09/06/2015 | 4.93% | 0.21 | 0.22 | 120,000 | 120,000 | 120,000 | 120,000 | 23,830 | 25,030 | 99.45% | 99.45% |
08/06/2015 | 4.95% | 0.21 | 0.22 | 120,000 | 120,000 | 120,000 | 120,000 | 23,666 | 24,866 | 100.00% | 100.00% |