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 | - | - |
25/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/08/2015 | 0.42% | 1.38 | 1.39 | 50,000 | 21,500 | 50,000 | 21,777 | 123,088 | 53,917 | 66.55% | 66.55% |
21/08/2015 | 0.20% | 4.21 | 4.22 | 50,000 | 22,000 | 50,000 | 22,000 | 255,885 | 112,809 | 92.01% | 92.01% |
20/08/2015 | 0.16% | 5.71 | 5.72 | 50,000 | 22,000 | 50,000 | 22,000 | 309,823 | 136,542 | 99.79% | 99.79% |
19/08/2015 | 0.14% | 6.79 | 6.80 | 50,000 | 22,000 | 50,000 | 22,000 | 357,623 | 157,574 | 100.00% | 100.00% |
18/08/2015 | 0.13% | 7.87 | 7.88 | 50,000 | 22,000 | 50,000 | 22,000 | 388,176 | 171,018 | 100.00% | 100.00% |
17/08/2015 | 0.13% | 8.04 | 8.05 | 50,000 | 22,000 | 50,000 | 22,000 | 387,592 | 170,761 | 100.00% | 100.00% |
14/08/2015 | 0.13% | 7.61 | 7.62 | 50,000 | 22,000 | 50,000 | 22,000 | 389,675 | 171,677 | 100.00% | 100.00% |
13/08/2015 | 0.12% | 7.84 | 7.85 | 50,000 | 22,000 | 50,000 | 22,000 | 409,073 | 180,212 | 100.00% | 100.00% |