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 | - | - |
07/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/07/2015 | - | 0.16 | 0.17 | 10,000 | 10,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/07/2015 | 4.29% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 45,639 | 47,639 | 99.02% | 99.02% |
02/07/2015 | 3.70% | 0.24 | 0.25 | 200,000 | 200,000 | 200,000 | 200,000 | 53,079 | 55,079 | 99.53% | 99.53% |
01/07/2015 | 3.57% | 0.29 | 0.30 | 200,000 | 200,000 | 200,000 | 200,000 | 55,603 | 57,603 | 98.58% | 98.58% |
30/06/2015 | 3.62% | 0.26 | 0.27 | 200,000 | 200,000 | 200,000 | 200,000 | 54,458 | 56,458 | 98.72% | 98.72% |
29/06/2015 | 3.07% | 0.31 | 0.32 | 200,000 | 200,000 | 200,000 | 200,000 | 64,465 | 66,465 | 98.56% | 98.56% |
26/06/2015 | 2.16% | 0.48 | 0.49 | 200,000 | 200,000 | 200,000 | 200,000 | 91,705 | 93,705 | 99.31% | 99.31% |
25/06/2015 | 2.00% | 0.48 | 0.49 | 200,000 | 200,000 | 200,000 | 200,000 | 98,935 | 100,935 | 93.61% | 93.61% |