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 | 2.62% | 0.26 | 0.27 | 300,000 | 300,000 | 299,975 | 299,961 | 116,768 | 119,787 | 99.72% | 99.73% |
19/08/2015 | 1.56% | 0.55 | 0.56 | 300,000 | 300,000 | 300,000 | 299,983 | 192,688 | 195,708 | 99.08% | 99.08% |
18/08/2015 | 1.23% | 0.84 | 0.85 | 300,000 | 300,000 | 300,000 | 300,000 | 243,825 | 246,849 | 99.84% | 99.84% |
17/08/2015 | 1.32% | 0.84 | 0.85 | 300,000 | 300,000 | 299,993 | 300,000 | 228,391 | 231,421 | 99.73% | 99.73% |
14/08/2015 | 1.36% | 0.71 | 0.72 | 300,000 | 300,000 | 299,992 | 300,000 | 218,962 | 221,970 | 99.93% | 99.93% |
13/08/2015 | 1.33% | 0.70 | 0.71 | 300,000 | 300,000 | 300,000 | 300,000 | 224,265 | 227,270 | 99.70% | 99.86% |
12/08/2015 | 1.89% | 0.33 | 0.34 | 300,000 | 300,000 | 300,000 | 299,983 | 161,687 | 164,699 | 98.95% | 98.95% |