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 | 2.20% | 0.20 | 0.21 | 500,000 | 500,000 | 500,000 | 500,000 | 237,999 | 242,999 | 78.14% | 78.14% |
24/07/2015 | 0.91% | 0.81 | 0.82 | 500,000 | 500,000 | 500,000 | 500,000 | 550,446 | 555,446 | 99.69% | 99.69% |
23/07/2015 | 0.85% | 1.18 | 1.19 | 500,000 | 500,000 | 500,000 | 500,000 | 589,513 | 594,513 | 99.50% | 99.50% |
22/07/2015 | 0.81% | 1.18 | 1.19 | 500,000 | 500,000 | 500,000 | 500,000 | 616,337 | 621,337 | 99.86% | 99.86% |
21/07/2015 | 0.64% | 1.34 | 1.35 | 500,000 | 500,000 | 500,000 | 500,000 | 784,131 | 789,131 | 100.00% | 100.00% |
17/07/2015 | 0.65% | 1.47 | 1.48 | 500,000 | 500,000 | 500,000 | 500,000 | 761,877 | 766,877 | 99.70% | 99.70% |
16/07/2015 | 0.64% | 1.59 | 1.60 | 500,000 | 500,000 | 500,000 | 500,000 | 784,571 | 789,571 | 99.37% | 99.37% |