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 | - | - |
16/06/2016 | 2.01% | 0.49 | 0.50 | 500,000 | 500,000 | 499,981 | 499,987 | 247,940 | 252,943 | 99.74% | 99.74% |
15/06/2016 | 1.45% | 0.67 | 0.68 | 500,000 | 500,000 | 499,901 | 499,992 | 342,949 | 348,008 | 99.31% | 99.31% |
14/06/2016 | 1.64% | 0.56 | 0.57 | 500,000 | 500,000 | 499,999 | 499,996 | 303,712 | 308,709 | 99.51% | 99.51% |
13/06/2016 | 1.15% | 0.84 | 0.85 | 500,000 | 500,000 | 499,472 | 499,583 | 433,241 | 438,341 | 99.50% | 99.50% |
10/06/2016 | 0.86% | 1.08 | 1.09 | 500,000 | 500,000 | 282,814 | 282,799 | 324,540 | 327,348 | 99.80% | 99.80% |
09/06/2016 | 0.71% | 1.38 | 1.39 | 250,000 | 250,000 | 249,483 | 249,681 | 348,318 | 351,100 | 99.81% | 99.88% |
08/06/2016 | 0.65% | 1.50 | 1.51 | 250,000 | 250,000 | 249,460 | 249,530 | 384,438 | 387,041 | 100.00% | 100.00% |
07/06/2016 | 0.61% | 1.63 | 1.64 | 250,000 | 250,000 | 249,760 | 249,734 | 410,153 | 412,611 | 99.99% | 99.99% |
06/06/2016 | 0.64% | 1.59 | 1.60 | 250,000 | 250,000 | 249,602 | 249,608 | 389,622 | 392,126 | 99.99% | 99.99% |