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 | 17.52% | 0.05 | 0.06 | 100,000 | 100,000 | 100,000 | 100,000 | 5,534 | 6,594 | 100.00% | 100.00% |
20/05/2015 | 14.54% | 0.04 | 0.05 | 100,000 | 100,000 | 100,000 | 100,000 | 7,675 | 8,813 | 100.00% | 100.00% |
19/05/2015 | 8.43% | 0.11 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 12,923 | 14,060 | 100.00% | 100.00% |
18/05/2015 | 5.67% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 18,090 | 19,142 | 99.94% | 99.94% |
15/05/2015 | 5.92% | 0.18 | 0.19 | 100,000 | 100,000 | 100,000 | 100,000 | 16,571 | 17,579 | 100.00% | 100.00% |
13/05/2015 | 5.36% | 0.20 | 0.21 | 100,000 | 100,000 | 100,000 | 100,000 | 18,447 | 19,462 | 100.00% | 100.00% |
12/05/2015 | 5.15% | 0.19 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 19,817 | 20,863 | 100.00% | 100.00% |