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 | - | - |
26/05/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/05/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
24/05/2016 | 8.96% | 0.01 | 0.06 | 400,000 | 400,000 | 399,824 | 399,942 | 66,922 | 71,230 | 94.42% | 94.42% |
23/05/2016 | 4.16% | 0.23 | 0.24 | 400,000 | 400,000 | 399,800 | 399,657 | 97,063 | 101,028 | 98.48% | 98.48% |
20/05/2016 | 3.03% | 0.29 | 0.30 | 400,000 | 400,000 | 400,000 | 400,000 | 130,607 | 134,607 | 100.00% | 100.00% |
19/05/2016 | 2.30% | 0.49 | 0.50 | 400,000 | 400,000 | 400,000 | 400,000 | 172,210 | 176,210 | 99.45% | 99.45% |
18/05/2016 | 2.12% | 0.43 | 0.44 | 400,000 | 400,000 | 400,000 | 399,947 | 187,556 | 191,532 | 99.91% | 99.91% |
17/05/2016 | 2.17% | 0.51 | 0.52 | 400,000 | 400,000 | 400,000 | 400,000 | 184,599 | 188,599 | 99.94% | 99.94% |
13/05/2016 | 1.67% | 0.50 | 0.51 | 400,000 | 400,000 | 399,999 | 399,968 | 240,160 | 244,144 | 99.44% | 99.44% |