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 | - | - |
17/06/2016 | 46.15% | 0.05 | 0.08 | 100,000 | 100,000 | 100,000 | 100,000 | 5,000 | 8,000 | 62.29% | 62.29% |
16/06/2016 | 46.15% | 0.05 | 0.08 | 100,000 | 100,000 | 100,000 | 100,000 | 5,000 | 8,000 | 100.00% | 100.00% |
15/06/2016 | 46.15% | 0.05 | 0.08 | 100,000 | 100,000 | 100,000 | 100,000 | 5,000 | 8,000 | 100.00% | 100.00% |
14/06/2016 | 46.15% | 0.05 | 0.08 | 100,000 | 100,000 | 100,000 | 100,000 | 5,000 | 8,000 | 96.73% | 96.73% |
13/06/2016 | 26.44% | 0.09 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 10,116 | 13,116 | 100.00% | 100.00% |
10/06/2016 | 16.03% | 0.14 | 0.17 | 100,000 | 100,000 | 100,000 | 100,000 | 17,756 | 20,756 | 100.00% | 100.00% |
09/06/2016 | 7.48% | 0.36 | 0.39 | 100,000 | 100,000 | 100,000 | 100,000 | 38,950 | 41,950 | 100.00% | 100.00% |
08/06/2016 | 4.92% | 0.53 | 0.56 | 100,000 | 100,000 | 100,000 | 100,000 | 59,661 | 62,661 | 100.00% | 100.00% |
07/06/2016 | 4.43% | 0.68 | 0.71 | 100,000 | 100,000 | 100,000 | 100,000 | 66,369 | 69,369 | 100.00% | 100.00% |