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 | - | 0.03 | 0.04 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/05/2015 | 5.62% | 0.11 | 0.13 | 750,000 | 750,000 | 749,940 | 749,995 | 144,988 | 152,654 | 99.65% | 99.65% |
20/05/2015 | 6.06% | 0.10 | 0.13 | 750,000 | 750,000 | 749,990 | 749,998 | 133,816 | 141,569 | 99.86% | 99.86% |
19/05/2015 | 4.59% | 0.15 | 0.16 | 750,000 | 750,000 | 749,931 | 749,982 | 165,389 | 172,899 | 98.58% | 98.58% |
18/05/2015 | 1.21% | 0.72 | 0.73 | 750,000 | 750,000 | 750,000 | 750,000 | 624,681 | 632,181 | 99.42% | 99.42% |
15/05/2015 | 1.40% | 0.96 | 0.97 | 750,000 | 750,000 | 750,000 | 750,000 | 545,419 | 552,919 | 97.82% | 97.82% |
13/05/2015 | 1.23% | 1.17 | 1.18 | 750,000 | 750,000 | 750,000 | 750,000 | 619,108 | 626,608 | 99.29% | 99.29% |
12/05/2015 | 1.06% | 0.84 | 0.85 | 750,000 | 750,000 | 749,999 | 750,000 | 708,479 | 715,980 | 99.40% | 99.40% |