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 | - | - |
22/05/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/05/2015 | 13.56% | 0.01 | 0.03 | 470,000 | 500,000 | 499,997 | 499,864 | 40,028 | 45,028 | 71.77% | 71.77% |
20/05/2015 | 7.12% | 0.11 | 0.12 | 500,000 | 500,000 | 499,871 | 499,873 | 69,119 | 74,120 | 100.00% | 100.00% |
19/05/2015 | 5.06% | 0.16 | 0.17 | 500,000 | 500,000 | 499,998 | 499,970 | 97,226 | 102,221 | 99.76% | 99.76% |
18/05/2015 | 2.27% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 219,344 | 224,344 | 99.79% | 99.79% |
15/05/2015 | 2.12% | 0.52 | 0.53 | 500,000 | 500,000 | 500,000 | 500,000 | 234,657 | 239,657 | 98.30% | 98.30% |
13/05/2015 | 1.58% | 0.68 | 0.69 | 500,000 | 500,000 | 500,000 | 500,000 | 315,319 | 320,319 | 98.86% | 98.86% |
12/05/2015 | 1.38% | 0.67 | 0.68 | 500,000 | 500,000 | 500,000 | 500,000 | 359,981 | 364,981 | 99.82% | 99.82% |
11/05/2015 | 1.67% | 0.53 | 0.54 | 500,000 | 500,000 | 500,000 | 500,000 | 297,704 | 302,704 | 99.41% | 99.41% |