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 | 3.57% | 0.16 | 0.17 | 300,000 | 300,000 | 299,950 | 299,855 | 87,308 | 90,308 | 99.66% | 99.70% |
19/08/2015 | 1.85% | 0.45 | 0.46 | 300,000 | 300,000 | 299,842 | 299,786 | 163,091 | 166,092 | 98.52% | 98.83% |
18/08/2015 | 1.40% | 0.74 | 0.75 | 300,000 | 300,000 | 300,000 | 300,000 | 214,252 | 217,276 | 99.88% | 99.88% |
17/08/2015 | 1.51% | 0.74 | 0.75 | 300,000 | 300,000 | 300,000 | 300,000 | 198,923 | 201,949 | 99.78% | 99.78% |
14/08/2015 | 1.58% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 189,416 | 192,418 | 99.80% | 99.85% |
13/08/2015 | 1.54% | 0.61 | 0.62 | 300,000 | 300,000 | 299,996 | 300,000 | 194,653 | 197,662 | 99.79% | 99.94% |
12/08/2015 | 2.34% | 0.23 | 0.24 | 300,000 | 300,000 | 300,000 | 299,997 | 132,271 | 135,291 | 99.00% | 99.00% |