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 | - | - |
29/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/07/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/07/2015 | 3.43% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 61,153 | 63,281 | 100.00% | 100.00% |
24/07/2015 | 2.66% | 0.37 | 0.38 | 200,000 | 200,000 | 200,000 | 200,000 | 81,066 | 83,249 | 100.00% | 100.00% |
23/07/2015 | 2.58% | 0.43 | 0.44 | 200,000 | 200,000 | 199,788 | 199,788 | 85,574 | 87,808 | 100.00% | 100.00% |
22/07/2015 | 2.66% | 0.39 | 0.40 | 200,000 | 200,000 | 200,000 | 200,000 | 81,246 | 83,428 | 99.60% | 99.60% |
21/07/2015 | 2.36% | 0.44 | 0.45 | 200,000 | 200,000 | 200,000 | 200,000 | 93,358 | 95,582 | 100.00% | 100.00% |
17/07/2015 | 2.32% | 0.45 | 0.47 | 200,000 | 200,000 | 200,000 | 200,000 | 91,785 | 93,942 | 100.00% | 100.00% |
16/07/2015 | 2.37% | 0.45 | 0.46 | 200,000 | 200,000 | 200,000 | 200,000 | 89,160 | 91,300 | 100.00% | 100.00% |