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 | - | - |
14/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/08/2015 | 1.98% | 0.23 | 0.24 | 500,000 | 500,000 | 499,987 | 499,976 | 255,712 | 260,704 | 83.91% | 83.91% |
11/08/2015 | 0.76% | 1.13 | 1.14 | 500,000 | 500,000 | 500,000 | 499,960 | 663,700 | 668,656 | 99.67% | 99.67% |
10/08/2015 | 0.63% | 1.75 | 1.76 | 500,000 | 500,000 | 500,000 | 500,000 | 794,305 | 799,305 | 99.15% | 99.15% |
07/08/2015 | 0.63% | 1.51 | 1.52 | 500,000 | 500,000 | 500,000 | 500,000 | 797,169 | 802,169 | 99.61% | 99.61% |
06/08/2015 | 0.56% | 1.69 | 1.70 | 500,000 | 500,000 | 500,000 | 500,000 | 889,087 | 894,087 | 99.77% | 99.77% |
05/08/2015 | 0.59% | 1.78 | 1.79 | 500,000 | 500,000 | 500,000 | 500,000 | 850,002 | 855,002 | 100.00% | 100.00% |
04/08/2015 | 0.74% | 1.43 | 1.44 | 500,000 | 500,000 | 500,000 | 500,000 | 673,466 | 678,466 | 100.00% | 100.00% |