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 | - | - |
26/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/05/2015 | 3.75% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 132,514 | 137,514 | 85.44% | 85.44% |
20/05/2015 | 2.98% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 500,000 | 165,971 | 170,971 | 100.00% | 100.00% |
19/05/2015 | 2.61% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 189,246 | 194,246 | 99.76% | 99.76% |
18/05/2015 | 1.62% | 0.58 | 0.59 | 500,000 | 500,000 | 500,000 | 500,000 | 307,450 | 312,450 | 99.79% | 99.79% |
15/05/2015 | 1.53% | 0.70 | 0.71 | 500,000 | 500,000 | 500,000 | 500,000 | 325,177 | 330,177 | 98.31% | 98.31% |
13/05/2015 | 1.22% | 0.86 | 0.87 | 500,000 | 500,000 | 500,000 | 500,000 | 406,082 | 411,082 | 98.88% | 98.88% |
12/05/2015 | 1.10% | 0.86 | 0.87 | 500,000 | 500,000 | 500,000 | 500,000 | 452,935 | 457,935 | 99.82% | 99.82% |