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 | - | - |
17/06/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/06/2016 | 62.69% | 0.01 | 0.01 | 100,000 | 100,000 | 215,179 | 215,179 | 2,748 | 4,900 | 84.26% | 99.75% |
15/06/2016 | 49.18% | 0.03 | 0.04 | 300,000 | 300,000 | 453,755 | 453,755 | 7,684 | 12,221 | 100.00% | 100.00% |
14/06/2016 | 34.46% | 0.02 | 0.03 | 500,000 | 500,000 | 431,036 | 431,036 | 10,582 | 14,892 | 100.00% | 100.00% |
13/06/2016 | 26.73% | 0.06 | 0.07 | 250,000 | 250,000 | 381,840 | 381,840 | 12,825 | 16,643 | 100.00% | 100.00% |
10/06/2016 | 9.43% | 0.10 | 0.11 | 200,000 | 200,000 | 199,938 | 199,938 | 20,421 | 22,421 | 100.00% | 100.00% |
09/06/2016 | 7.73% | 0.11 | 0.12 | 200,000 | 200,000 | 178,175 | 178,175 | 22,319 | 24,101 | 100.00% | 100.00% |
08/06/2016 | 8.32% | 0.14 | 0.15 | 150,000 | 150,000 | 186,770 | 186,770 | 21,762 | 23,629 | 98.84% | 98.84% |
07/06/2016 | 8.61% | 0.11 | 0.12 | 200,000 | 200,000 | 200,109 | 200,109 | 22,339 | 24,340 | 97.42% | 97.42% |