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 | - | - |
14/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/08/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
12/08/2015 | 4.18% | 0.06 | 0.07 | 300,000 | 300,000 | 299,583 | 299,481 | 76,925 | 79,894 | 94.48% | 94.72% |
11/08/2015 | 1.51% | 0.58 | 0.59 | 300,000 | 300,000 | 299,881 | 299,930 | 197,702 | 200,740 | 99.96% | 99.96% |
10/08/2015 | 1.55% | 0.77 | 0.78 | 300,000 | 300,000 | 299,744 | 299,736 | 194,650 | 197,651 | 99.72% | 99.89% |
07/08/2015 | 1.64% | 0.55 | 0.56 | 300,000 | 300,000 | 299,886 | 299,933 | 182,186 | 185,220 | 98.43% | 99.48% |
06/08/2015 | 1.36% | 0.66 | 0.67 | 300,000 | 300,000 | 299,950 | 299,843 | 219,596 | 222,531 | 99.96% | 99.96% |
05/08/2015 | 1.37% | 0.78 | 0.79 | 300,000 | 300,000 | 299,892 | 299,901 | 217,898 | 220,921 | 99.42% | 99.90% |
04/08/2015 | 1.47% | 0.67 | 0.68 | 300,000 | 300,000 | 299,727 | 299,785 | 202,149 | 205,200 | 98.75% | 99.89% |