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 | - | 0.43 | 0.44 | 200,000 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/07/2015 | 1.08% | 0.93 | 0.94 | 200,000 | 200,000 | 200,000 | 200,000 | 184,985 | 186,985 | 99.54% | 99.54% |
02/07/2015 | 0.88% | 1.01 | 1.02 | 200,000 | 200,000 | 200,000 | 200,000 | 226,757 | 228,757 | 98.89% | 98.89% |
01/07/2015 | 0.87% | 1.18 | 1.19 | 200,000 | 200,000 | 200,000 | 200,000 | 230,818 | 232,818 | 90.78% | 90.78% |
30/06/2015 | 1.02% | 0.98 | 0.99 | 200,000 | 200,000 | 200,000 | 200,000 | 196,246 | 198,246 | 87.46% | 87.46% |
29/06/2015 | 0.87% | 1.04 | 1.05 | 200,000 | 200,000 | 200,000 | 200,000 | 228,714 | 230,714 | 96.64% | 96.64% |
26/06/2015 | 0.58% | 1.84 | 1.85 | 200,000 | 200,000 | 200,000 | 200,000 | 343,855 | 345,855 | 95.82% | 95.82% |
25/06/2015 | 0.57% | 1.74 | 1.75 | 200,000 | 200,000 | 200,000 | 200,000 | 351,475 | 353,475 | 90.83% | 90.83% |