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 | 2.88% | 0.27 | 0.28 | 500,000 | 500,000 | 500,000 | 500,000 | 171,004 | 176,004 | 100.00% | 100.00% |
02/07/2015 | 2.43% | 0.46 | 0.47 | 500,000 | 500,000 | 500,000 | 500,000 | 204,100 | 209,100 | 98.93% | 98.93% |
01/07/2015 | 1.88% | 0.48 | 0.49 | 500,000 | 500,000 | 500,000 | 500,000 | 263,796 | 268,796 | 99.98% | 99.98% |
30/06/2015 | 1.86% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 499,918 | 266,868 | 271,822 | 100.00% | 100.00% |
29/06/2015 | 1.93% | 0.51 | 0.52 | 500,000 | 500,000 | 500,000 | 500,000 | 256,982 | 261,982 | 99.84% | 99.84% |
26/06/2015 | 1.67% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 500,000 | 296,694 | 301,694 | 99.91% | 99.91% |
25/06/2015 | 1.50% | 0.62 | 0.63 | 500,000 | 500,000 | 500,000 | 499,999 | 331,284 | 336,283 | 99.92% | 99.92% |