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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/07/2015 | 4.11% | 0.15 | 0.16 | 500,000 | 500,000 | 498,954 | 498,954 | 119,483 | 124,473 | 100.00% | 100.00% |
02/07/2015 | 3.04% | 0.36 | 0.37 | 500,000 | 500,000 | 499,476 | 499,476 | 162,389 | 167,384 | 99.48% | 99.48% |
01/07/2015 | 2.76% | 0.35 | 0.36 | 500,000 | 500,000 | 499,479 | 499,479 | 178,780 | 183,775 | 100.00% | 100.00% |
30/06/2015 | 2.95% | 0.38 | 0.39 | 500,000 | 500,000 | 500,000 | 500,000 | 168,268 | 173,268 | 100.00% | 100.00% |
29/06/2015 | 3.63% | 0.28 | 0.29 | 500,000 | 500,000 | 498,963 | 498,963 | 136,296 | 141,285 | 100.00% | 100.00% |
26/06/2015 | 2.69% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 499,999 | 184,089 | 189,089 | 99.97% | 99.97% |
25/06/2015 | 2.37% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 209,043 | 214,043 | 99.75% | 99.75% |