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 | 6.31% | 0.05 | 0.06 | 300,000 | 300,000 | 299,797 | 299,827 | 54,682 | 57,718 | 99.80% | 99.80% |
19/08/2015 | 2.28% | 0.35 | 0.36 | 300,000 | 300,000 | 299,976 | 299,903 | 132,222 | 135,220 | 99.07% | 99.07% |
18/08/2015 | 1.61% | 0.65 | 0.66 | 300,000 | 300,000 | 299,901 | 299,910 | 186,105 | 189,137 | 99.82% | 99.82% |
17/08/2015 | 1.76% | 0.64 | 0.65 | 300,000 | 300,000 | 299,877 | 299,856 | 170,680 | 173,692 | 99.75% | 99.75% |
14/08/2015 | 1.85% | 0.51 | 0.52 | 300,000 | 300,000 | 299,980 | 299,885 | 161,425 | 164,379 | 99.90% | 99.96% |
13/08/2015 | 1.80% | 0.51 | 0.52 | 300,000 | 300,000 | 299,978 | 299,933 | 166,614 | 169,598 | 99.76% | 99.93% |
12/08/2015 | 3.03% | 0.14 | 0.15 | 300,000 | 300,000 | 300,000 | 299,962 | 104,403 | 107,414 | 98.98% | 98.98% |