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 | 3.48% | 0.68 | 0.71 | 375,000 | 375,000 | 414,864 | 414,864 | 275,697 | 284,814 | 99.27% | 99.27% |
02/07/2015 | 1.30% | 0.67 | 0.68 | 750,000 | 750,000 | 749,998 | 750,000 | 593,227 | 600,920 | 98.10% | 98.10% |
01/07/2015 | 1.54% | 0.83 | 0.84 | 750,000 | 750,000 | 749,999 | 749,999 | 560,316 | 568,760 | 88.56% | 88.56% |
30/06/2015 | 2.15% | 0.51 | 0.52 | 750,000 | 750,000 | 749,997 | 749,975 | 364,483 | 371,975 | 91.57% | 91.57% |
29/06/2015 | 1.50% | 0.62 | 0.63 | 750,000 | 750,000 | 749,998 | 749,996 | 532,987 | 540,781 | 93.12% | 93.12% |
26/06/2015 | 1.18% | 1.49 | 1.51 | 750,000 | 750,000 | 750,000 | 750,000 | 1,018,290 | 1,030,480 | 95.93% | 95.93% |
25/06/2015 | 0.70% | 1.39 | 1.40 | 750,000 | 750,000 | 750,000 | 750,000 | 1,062,410 | 1,069,910 | 92.57% | 92.57% |