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 | - | 0.14 | 0.17 | 20,000 | 20,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/07/2015 | 6.29% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 15,410 | 16,410 | 98.78% | 98.78% |
02/07/2015 | 5.86% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 16,653 | 17,653 | 98.81% | 98.81% |
01/07/2015 | 5.92% | 0.15 | 0.16 | 100,000 | 100,000 | 100,000 | 100,000 | 16,522 | 17,522 | 99.34% | 99.34% |
30/06/2015 | 4.95% | 0.18 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 19,768 | 20,768 | 99.47% | 99.47% |
29/06/2015 | 4.50% | 0.22 | 0.23 | 100,000 | 100,000 | 100,000 | 100,000 | 21,764 | 22,764 | 99.30% | 99.30% |
26/06/2015 | 3.75% | 0.26 | 0.27 | 100,000 | 100,000 | 100,000 | 100,000 | 26,227 | 27,227 | 99.52% | 99.52% |
25/06/2015 | 3.13% | 0.29 | 0.30 | 100,000 | 100,000 | 100,000 | 100,000 | 31,520 | 32,520 | 96.93% | 96.93% |