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 | 16.60% | 0.05 | 0.07 | 40,000 | 40,000 | 40,000 | 40,000 | 5,184 | 5,984 | 99.94% | 99.94% |
23/05/2016 | 10.15% | 0.18 | 0.20 | 40,000 | 40,000 | 40,000 | 40,000 | 7,533 | 8,333 | 100.00% | 100.00% |
20/05/2016 | 9.29% | 0.21 | 0.23 | 40,000 | 40,000 | 40,000 | 40,000 | 8,226 | 9,026 | 99.88% | 99.88% |
19/05/2016 | 7.67% | 0.27 | 0.29 | 40,000 | 40,000 | 40,000 | 40,000 | 10,095 | 10,895 | 100.00% | 100.00% |
18/05/2016 | 6.56% | 0.28 | 0.30 | 40,000 | 40,000 | 40,000 | 40,000 | 11,846 | 12,646 | 100.00% | 100.00% |
17/05/2016 | 5.74% | 0.33 | 0.35 | 40,000 | 40,000 | 40,000 | 40,000 | 13,546 | 14,346 | 99.95% | 99.95% |
13/05/2016 | 4.35% | 0.43 | 0.45 | 40,000 | 40,000 | 40,000 | 40,000 | 17,986 | 18,786 | 99.34% | 99.34% |