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 | - | - |
24/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/08/2015 | 2.10% | 0.36 | 0.37 | 300,000 | 300,000 | 299,993 | 299,898 | 144,623 | 147,610 | 99.14% | 99.67% |
19/08/2015 | 1.37% | 0.64 | 0.65 | 300,000 | 300,000 | 300,000 | 300,000 | 220,785 | 223,817 | 99.14% | 99.14% |
18/08/2015 | 1.10% | 0.94 | 0.95 | 300,000 | 300,000 | 300,000 | 300,000 | 273,465 | 276,490 | 99.85% | 99.85% |
17/08/2015 | 1.17% | 0.93 | 0.94 | 300,000 | 300,000 | 299,846 | 300,000 | 257,844 | 261,012 | 99.76% | 99.76% |
14/08/2015 | 1.20% | 0.80 | 0.81 | 300,000 | 300,000 | 300,000 | 299,746 | 248,627 | 251,409 | 99.95% | 99.95% |
13/08/2015 | 1.18% | 0.80 | 0.81 | 300,000 | 300,000 | 299,997 | 299,792 | 253,704 | 256,542 | 99.07% | 99.07% |
12/08/2015 | 1.59% | 0.43 | 0.44 | 300,000 | 300,000 | 300,000 | 300,000 | 191,228 | 194,249 | 98.96% | 98.96% |