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 | - | - |
29/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/07/2015 | 50.98% | 0.15 | 0.26 | 500,000 | 500,000 | 328,116 | 328,116 | 51,624 | 87,641 | 76.33% | 76.33% |
24/07/2015 | 4.10% | 0.20 | 0.21 | 500,000 | 500,000 | 367,963 | 367,963 | 86,298 | 89,978 | 96.31% | 96.31% |
23/07/2015 | 3.78% | 0.26 | 0.27 | 500,000 | 500,000 | 367,490 | 367,490 | 95,423 | 99,098 | 98.52% | 98.52% |
22/07/2015 | 3.98% | 0.26 | 0.27 | 500,000 | 500,000 | 366,148 | 366,148 | 89,948 | 93,609 | 97.65% | 97.65% |
21/07/2015 | 3.69% | 0.25 | 0.26 | 500,000 | 500,000 | 367,204 | 367,204 | 97,404 | 101,076 | 98.75% | 98.75% |
17/07/2015 | 3.67% | 0.26 | 0.27 | 500,000 | 500,000 | 369,998 | 369,998 | 98,623 | 102,323 | 96.52% | 96.52% |
16/07/2015 | 3.74% | 0.28 | 0.29 | 500,000 | 500,000 | 366,498 | 366,498 | 96,564 | 100,229 | 98.69% | 98.69% |