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 | - | 0.02 | 0.04 | 50,000 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/05/2015 | 7.29% | 0.11 | 0.12 | 50,000 | 50,000 | 50,000 | 50,000 | 7,683 | 8,261 | 100.00% | 100.00% |
20/05/2015 | 5.78% | 0.21 | 0.22 | 50,000 | 50,000 | 50,000 | 50,000 | 10,499 | 11,123 | 100.00% | 100.00% |
19/05/2015 | 7.19% | 0.20 | 0.21 | 50,000 | 50,000 | 50,000 | 50,000 | 9,306 | 9,936 | 91.68% | 91.68% |
18/05/2015 | 3.20% | 0.36 | 0.37 | 50,000 | 50,000 | 50,000 | 50,000 | 18,388 | 18,985 | 99.19% | 99.19% |
15/05/2015 | 2.74% | 0.41 | 0.42 | 50,000 | 50,000 | 50,000 | 50,000 | 20,346 | 20,910 | 99.30% | 99.30% |
13/05/2015 | 2.47% | 0.42 | 0.43 | 50,000 | 50,000 | 50,000 | 50,000 | 22,223 | 22,778 | 100.00% | 100.00% |
12/05/2015 | 2.67% | 0.41 | 0.42 | 50,000 | 50,000 | 50,000 | 50,000 | 20,585 | 21,141 | 32.42% | 32.42% |