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 | 0.09 | 250,000 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
03/07/2015 | 6.03% | 0.59 | 0.62 | 375,000 | 375,000 | 415,392 | 415,393 | 231,902 | 246,723 | 97.97% | 97.97% |
02/07/2015 | 1.50% | 0.57 | 0.58 | 750,000 | 750,000 | 750,000 | 749,999 | 514,371 | 522,063 | 98.10% | 98.10% |
01/07/2015 | 1.86% | 0.72 | 0.73 | 750,000 | 750,000 | 749,977 | 749,925 | 471,586 | 479,975 | 89.89% | 89.89% |
30/06/2015 | 2.87% | 0.40 | 0.41 | 750,000 | 750,000 | 749,988 | 749,773 | 284,715 | 292,106 | 91.59% | 91.59% |
29/06/2015 | 1.78% | 0.51 | 0.52 | 750,000 | 750,000 | 750,000 | 749,967 | 454,851 | 462,636 | 93.13% | 93.13% |
26/06/2015 | 1.28% | 1.39 | 1.41 | 750,000 | 750,000 | 749,936 | 750,000 | 936,336 | 948,610 | 95.96% | 95.96% |
25/06/2015 | 0.76% | 1.28 | 1.29 | 750,000 | 750,000 | 750,000 | 749,856 | 981,189 | 988,503 | 92.89% | 92.89% |