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 | 26.00% | 0.01 | 0.04 | 500,000 | 500,000 | 500,000 | 500,000 | 43,542 | 50,376 | 73.28% | 78.18% |
24/07/2015 | 3.61% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 137,557 | 142,557 | 99.90% | 99.90% |
23/07/2015 | 2.68% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 184,832 | 189,832 | 100.00% | 100.00% |
22/07/2015 | 2.57% | 0.36 | 0.37 | 500,000 | 500,000 | 500,000 | 500,000 | 191,887 | 196,887 | 100.00% | 100.00% |
21/07/2015 | 1.92% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 500,000 | 260,509 | 265,509 | 100.00% | 100.00% |
17/07/2015 | 1.78% | 0.53 | 0.54 | 500,000 | 500,000 | 500,000 | 500,000 | 278,106 | 283,106 | 99.66% | 99.66% |
16/07/2015 | 1.66% | 0.56 | 0.57 | 500,000 | 500,000 | 500,000 | 500,000 | 298,428 | 303,428 | 99.81% | 99.81% |