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 | - | - |
21/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/07/2015 | 2.26% | 0.39 | 0.40 | 50,000 | 50,000 | 50,000 | 49,957 | 21,997 | 22,478 | 98.95% | 98.95% |
16/07/2015 | 1.97% | 0.50 | 0.51 | 50,000 | 50,000 | 50,000 | 50,000 | 25,239 | 25,739 | 99.77% | 99.77% |
15/07/2015 | 1.55% | 0.58 | 0.59 | 50,000 | 50,000 | 50,000 | 50,000 | 32,088 | 32,588 | 99.63% | 99.63% |
14/07/2015 | 1.45% | 0.67 | 0.68 | 50,000 | 50,000 | 50,000 | 50,000 | 34,330 | 34,830 | 99.74% | 99.74% |
13/07/2015 | 1.41% | 0.69 | 0.70 | 50,000 | 50,000 | 50,000 | 49,989 | 35,199 | 35,691 | 100.00% | 100.00% |
10/07/2015 | 1.36% | 0.69 | 0.70 | 50,000 | 50,000 | 50,000 | 50,000 | 36,495 | 36,995 | 99.66% | 99.66% |
09/07/2015 | 1.34% | 0.66 | 0.67 | 50,000 | 50,000 | 50,000 | 50,000 | 37,187 | 37,687 | 99.69% | 99.69% |
08/07/2015 | 1.55% | 0.74 | 0.75 | 50,000 | 50,000 | 50,000 | 50,000 | 32,152 | 32,652 | 99.50% | 99.50% |