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 | - | - | 0.01 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/06/2015 | 57.84% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 6,656 | 11,656 | 100.00% | 100.00% |
16/06/2015 | 29.44% | 0.03 | 0.04 | 500,000 | 500,000 | 499,999 | 500,000 | 15,153 | 20,153 | 99.07% | 99.07% |
15/06/2015 | 35.96% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 11,801 | 16,801 | 99.81% | 99.81% |
12/06/2015 | 14.11% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 34,016 | 39,016 | 100.00% | 100.00% |
11/06/2015 | 9.49% | 0.08 | 0.09 | 500,000 | 500,000 | 499,757 | 500,000 | 50,384 | 55,408 | 99.64% | 99.64% |
10/06/2015 | 15.76% | 0.08 | 0.09 | 500,000 | 500,000 | 500,000 | 500,000 | 29,525 | 34,525 | 99.44% | 99.44% |
09/06/2015 | 17.45% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 26,321 | 31,321 | 100.00% | 100.00% |
08/06/2015 | 10.74% | 0.08 | 0.09 | 500,000 | 500,000 | 500,000 | 500,000 | 44,163 | 49,163 | 99.31% | 99.31% |