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 | - | - |
29/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/07/2015 | 3.13% | 0.25 | 0.26 | 60,000 | 60,000 | 60,000 | 60,000 | 18,973 | 19,573 | 79.50% | 79.50% |
24/07/2015 | 2.35% | 0.36 | 0.37 | 60,000 | 60,000 | 60,000 | 60,000 | 25,420 | 26,020 | 100.00% | 100.00% |
23/07/2015 | 2.11% | 0.45 | 0.46 | 60,000 | 60,000 | 60,000 | 60,000 | 28,117 | 28,717 | 100.00% | 100.00% |
22/07/2015 | 1.84% | 0.53 | 0.54 | 60,000 | 60,000 | 60,000 | 60,000 | 32,395 | 32,995 | 100.00% | 100.00% |
21/07/2015 | 1.59% | 0.61 | 0.62 | 60,000 | 60,000 | 60,000 | 60,000 | 37,407 | 38,007 | 100.00% | 100.00% |
17/07/2015 | 1.55% | 0.61 | 0.62 | 60,000 | 60,000 | 60,000 | 60,000 | 38,427 | 39,027 | 100.00% | 100.00% |
16/07/2015 | 1.55% | 0.66 | 0.67 | 60,000 | 60,000 | 60,000 | 60,000 | 38,319 | 38,919 | 99.95% | 99.95% |