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 | 2.66% | 0.69 | 0.71 | 125,000 | 125,000 | 125,000 | 125,000 | 92,982 | 95,482 | 98.53% | 98.53% |
16/07/2015 | 2.51% | 0.78 | 0.80 | 125,000 | 125,000 | 125,000 | 125,000 | 98,632 | 101,132 | 99.43% | 99.43% |
15/07/2015 | 2.04% | 0.85 | 0.87 | 125,000 | 125,000 | 125,000 | 125,000 | 122,626 | 125,126 | 98.15% | 98.15% |
14/07/2015 | 1.80% | 1.10 | 1.12 | 125,000 | 125,000 | 125,000 | 125,000 | 137,430 | 139,930 | 99.69% | 99.69% |
13/07/2015 | 1.70% | 1.16 | 1.18 | 125,000 | 125,000 | 125,000 | 124,983 | 146,231 | 148,710 | 98.78% | 98.78% |
10/07/2015 | 1.68% | 1.22 | 1.24 | 125,000 | 125,000 | 125,000 | 125,000 | 147,731 | 150,231 | 98.45% | 98.45% |
09/07/2015 | 1.74% | 1.18 | 1.20 | 125,000 | 125,000 | 125,000 | 125,000 | 142,191 | 144,691 | 99.48% | 99.48% |
08/07/2015 | 2.50% | 0.90 | 0.92 | 125,000 | 125,000 | 125,000 | 125,000 | 99,745 | 102,245 | 99.90% | 99.90% |