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 | - | - |
18/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/05/2015 | 5.39% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 999,969 | 191,230 | 201,223 | 98.86% | 98.86% |
12/05/2015 | 4.68% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 999,989 | 209,205 | 219,203 | 99.94% | 99.94% |
11/05/2015 | 3.43% | 0.29 | 0.30 | 1,000,000 | 1,000,000 | 1,000,000 | 999,993 | 286,544 | 296,542 | 100.00% | 100.00% |
08/05/2015 | 4.25% | 0.24 | 0.25 | 500,000 | 500,000 | 996,555 | 996,539 | 230,431 | 240,393 | 97.28% | 97.28% |
07/05/2015 | 7.15% | 0.19 | 0.20 | 1,000,000 | 1,000,000 | 994,728 | 994,729 | 146,470 | 156,418 | 99.21% | 99.21% |
06/05/2015 | 5.00% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 996,832 | 996,833 | 204,640 | 214,609 | 98.55% | 98.55% |
05/05/2015 | 3.08% | 0.26 | 0.27 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 321,671 | 331,671 | 99.73% | 99.73% |