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 | 5.09% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 195,147 | 205,147 | 70.69% | 70.69% |
21/05/2015 | 5.64% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 173,684 | 183,684 | 97.76% | 97.76% |
20/05/2015 | 6.42% | 0.15 | 0.16 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 151,620 | 161,620 | 99.46% | 99.46% |
19/05/2015 | 4.79% | 0.17 | 0.18 | 1,000,000 | 1,000,000 | 998,947 | 998,947 | 205,942 | 215,931 | 99.11% | 99.11% |
18/05/2015 | 2.55% | 0.36 | 0.37 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 388,303 | 398,303 | 100.00% | 100.00% |