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 | 14.79% | 0.14 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 9,978 | 11,544 | 100.00% | 100.00% |
17/06/2015 | 12.52% | 0.12 | 0.14 | 100,000 | 100,000 | 100,000 | 100,000 | 11,959 | 13,552 | 99.76% | 99.76% |
16/06/2015 | 17.83% | 0.11 | 0.13 | 100,000 | 100,000 | 100,000 | 100,000 | 8,092 | 9,652 | 100.00% | 100.00% |
15/06/2015 | 16.28% | 0.10 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 9,832 | 11,549 | 100.00% | 100.00% |
12/06/2015 | 9.98% | 0.13 | 0.14 | 100,000 | 100,000 | 100,000 | 100,000 | 15,105 | 16,675 | 99.97% | 99.97% |
11/06/2015 | 8.67% | 0.14 | 0.15 | 100,000 | 100,000 | 100,000 | 100,000 | 16,951 | 18,479 | 100.00% | 100.00% |
10/06/2015 | 11.26% | 0.16 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 13,058 | 14,598 | 99.41% | 99.41% |
09/06/2015 | 13.30% | 0.11 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 11,161 | 12,755 | 100.00% | 100.00% |
08/06/2015 | 14.56% | 0.10 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 9,597 | 11,102 | 91.63% | 100.00% |