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 | - | - |
26/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/05/2015 | 3.90% | 0.15 | 0.16 | 100,000 | 100,000 | 60,642 | 60,642 | 15,076 | 15,682 | 95.42% | 95.42% |
20/05/2015 | 2.37% | 0.42 | 0.43 | 100,000 | 100,000 | 61,339 | 61,339 | 25,667 | 26,281 | 94.14% | 94.14% |
19/05/2015 | 2.22% | 0.47 | 0.48 | 100,000 | 100,000 | 60,892 | 60,892 | 27,235 | 27,844 | 97.79% | 97.79% |
18/05/2015 | 2.33% | 0.46 | 0.47 | 100,000 | 100,000 | 60,793 | 60,793 | 26,142 | 26,750 | 98.61% | 98.61% |
15/05/2015 | 2.63% | 0.37 | 0.38 | 100,000 | 100,000 | 60,828 | 60,828 | 22,879 | 23,488 | 98.34% | 98.34% |
13/05/2015 | 2.22% | 0.39 | 0.40 | 100,000 | 100,000 | 60,648 | 60,648 | 26,801 | 27,407 | 98.82% | 98.82% |
12/05/2015 | 2.09% | 0.47 | 0.48 | 100,000 | 100,000 | 61,162 | 61,162 | 28,960 | 29,572 | 95.70% | 95.70% |