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 | 1.43% | 0.65 | 0.66 | 50,000 | 50,000 | 50,000 | 50,000 | 34,861 | 35,361 | 99.41% | 99.41% |
16/07/2015 | 1.31% | 0.76 | 0.77 | 50,000 | 50,000 | 50,000 | 50,000 | 38,097 | 38,597 | 99.78% | 99.78% |
15/07/2015 | 1.11% | 0.84 | 0.85 | 50,000 | 50,000 | 50,000 | 50,000 | 44,871 | 45,371 | 99.62% | 99.62% |
14/07/2015 | 1.06% | 0.93 | 0.94 | 50,000 | 50,000 | 50,000 | 50,000 | 47,047 | 47,547 | 99.74% | 99.74% |
13/07/2015 | 1.06% | 0.93 | 0.94 | 50,000 | 50,000 | 50,000 | 50,000 | 47,186 | 47,686 | 100.00% | 100.00% |
10/07/2015 | 1.03% | 0.93 | 0.94 | 50,000 | 50,000 | 50,000 | 50,000 | 48,356 | 48,856 | 99.66% | 99.66% |
09/07/2015 | 1.01% | 0.90 | 0.91 | 50,000 | 50,000 | 49,947 | 49,947 | 49,144 | 49,644 | 99.68% | 99.68% |
08/07/2015 | 1.13% | 0.98 | 0.99 | 50,000 | 50,000 | 50,000 | 50,000 | 44,109 | 44,609 | 99.67% | 99.67% |