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 | - | - |
02/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
01/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/06/2015 | 3.75% | 0.37 | 0.39 | 125,000 | 125,000 | 125,000 | 125,000 | 65,904 | 68,404 | 83.41% | 83.41% |
29/06/2015 | 3.02% | 0.60 | 0.62 | 125,000 | 125,000 | 125,000 | 125,000 | 81,710 | 84,210 | 99.63% | 99.63% |
26/06/2015 | 3.06% | 0.62 | 0.64 | 125,000 | 125,000 | 125,000 | 125,000 | 80,591 | 83,091 | 99.92% | 99.92% |
25/06/2015 | 2.94% | 0.70 | 0.72 | 125,000 | 125,000 | 125,000 | 124,997 | 83,958 | 86,456 | 99.92% | 99.92% |
24/06/2015 | 2.84% | 0.71 | 0.73 | 125,000 | 125,000 | 125,000 | 125,000 | 87,007 | 89,507 | 99.85% | 99.85% |
23/06/2015 | 2.54% | 0.67 | 0.69 | 125,000 | 125,000 | 125,000 | 125,000 | 97,864 | 100,364 | 99.74% | 99.74% |
22/06/2015 | 2.14% | 0.92 | 0.94 | 125,000 | 125,000 | 125,000 | 125,000 | 115,493 | 117,993 | 99.44% | 99.44% |