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 | - | - |
07/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/07/2015 | - | 0.64 | 0.75 | 10,000 | 333 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
03/07/2015 | - | 1.50 | 1.62 | 10,000 | 1,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
02/07/2015 | 0.52% | 1.68 | 1.69 | 10,000 | 5,000 | 10,000 | 5,000 | 19,427 | 9,763 | 100.00% | 100.00% |
01/07/2015 | 0.51% | 2.03 | 2.04 | 10,000 | 5,000 | 10,000 | 5,000 | 19,861 | 9,981 | 98.94% | 98.94% |
30/06/2015 | 0.63% | 1.60 | 1.61 | 25,000 | 25,000 | 25,000 | 25,000 | 40,373 | 40,623 | 97.16% | 97.16% |
29/06/2015 | 0.52% | 1.71 | 1.72 | 25,000 | 25,000 | 24,163 | 24,165 | 46,998 | 47,243 | 98.81% | 98.81% |
26/06/2015 | 0.32% | 3.39 | 3.40 | 25,000 | 25,000 | 25,000 | 25,000 | 78,740 | 78,990 | 100.00% | 100.00% |
25/06/2015 | 0.31% | 3.17 | 3.18 | 25,000 | 25,000 | 25,000 | 25,000 | 80,489 | 80,739 | 100.00% | 100.00% |