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 | 3.32% | 0.16 | 0.17 | 400,000 | 400,000 | 400,000 | 400,000 | 122,350 | 126,350 | 97.05% | 97.05% |
23/05/2016 | 2.62% | 0.36 | 0.37 | 400,000 | 400,000 | 400,000 | 400,000 | 152,381 | 156,381 | 98.66% | 98.66% |
20/05/2016 | 2.13% | 0.43 | 0.44 | 400,000 | 400,000 | 400,000 | 400,000 | 186,027 | 190,027 | 100.00% | 100.00% |
19/05/2016 | 1.74% | 0.63 | 0.64 | 400,000 | 400,000 | 400,000 | 400,000 | 228,368 | 232,368 | 99.45% | 99.45% |
18/05/2016 | 1.63% | 0.57 | 0.58 | 400,000 | 400,000 | 400,000 | 400,000 | 243,257 | 247,257 | 99.91% | 99.91% |
17/05/2016 | 1.66% | 0.65 | 0.66 | 400,000 | 400,000 | 400,000 | 400,000 | 240,849 | 244,849 | 99.95% | 99.95% |
13/05/2016 | 1.35% | 0.64 | 0.65 | 400,000 | 400,000 | 400,000 | 400,000 | 295,536 | 299,536 | 99.47% | 99.47% |