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 | - | - |
07/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/07/2015 | - | 0.01 | 0.06 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/07/2015 | 5.20% | 0.65 | 0.68 | 375,000 | 375,000 | 414,894 | 414,895 | 259,793 | 274,312 | 99.26% | 99.27% |
02/07/2015 | 1.37% | 0.62 | 0.65 | 750,000 | 750,000 | 750,000 | 750,000 | 571,381 | 579,159 | 98.09% | 98.09% |
01/07/2015 | 1.61% | 0.81 | 0.82 | 750,000 | 750,000 | 749,995 | 749,837 | 537,596 | 545,908 | 88.57% | 88.57% |
30/06/2015 | 2.31% | 0.47 | 0.48 | 750,000 | 750,000 | 749,995 | 749,796 | 341,205 | 348,600 | 91.53% | 91.53% |
29/06/2015 | 1.59% | 0.59 | 0.60 | 750,000 | 750,000 | 749,941 | 749,970 | 507,429 | 515,249 | 92.88% | 92.88% |
26/06/2015 | 1.23% | 1.45 | 1.47 | 750,000 | 750,000 | 749,699 | 750,000 | 987,278 | 999,996 | 95.95% | 95.95% |
25/06/2015 | 0.73% | 1.34 | 1.35 | 750,000 | 750,000 | 750,000 | 749,958 | 1,030,950 | 1,038,390 | 92.63% | 92.63% |