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 | 13.69% | 0.01 | 0.04 | 500,000 | 500,000 | 499,934 | 499,108 | 50,393 | 55,489 | 87.83% | 87.87% |
20/05/2015 | 6.06% | 0.13 | 0.14 | 500,000 | 500,000 | 499,661 | 499,644 | 81,111 | 86,088 | 100.00% | 100.00% |
19/05/2015 | 4.54% | 0.18 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 108,618 | 113,618 | 99.76% | 99.76% |
18/05/2015 | 2.11% | 0.42 | 0.43 | 500,000 | 500,000 | 500,000 | 500,000 | 235,195 | 240,195 | 99.79% | 99.79% |
15/05/2015 | 1.97% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 500,000 | 252,853 | 257,853 | 98.29% | 98.29% |
13/05/2015 | 1.49% | 0.71 | 0.72 | 500,000 | 500,000 | 500,000 | 500,000 | 333,202 | 338,202 | 98.87% | 98.87% |
12/05/2015 | 1.32% | 0.71 | 0.72 | 500,000 | 500,000 | 500,000 | 500,000 | 377,310 | 382,310 | 99.82% | 99.82% |