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 | 120.00% | 0.01 | 0.04 | 350,000 | 350,000 | 350,000 | 350,000 | 3,500 | 14,000 | 9.89% | 100.00% |
16/06/2016 | 74.11% | 0.04 | 0.07 | 350,000 | 350,000 | 350,000 | 350,000 | 9,560 | 20,060 | 99.58% | 99.58% |
15/06/2016 | 64.01% | 0.03 | 0.06 | 350,000 | 350,000 | 350,000 | 350,000 | 11,345 | 21,845 | 99.65% | 99.65% |
14/06/2016 | 37.47% | 0.07 | 0.10 | 350,000 | 350,000 | 350,000 | 350,000 | 22,927 | 33,427 | 99.73% | 99.73% |
13/06/2016 | 40.74% | 0.04 | 0.07 | 350,000 | 350,000 | 350,000 | 350,000 | 21,112 | 31,612 | 100.00% | 100.00% |
10/06/2016 | 58.53% | 0.04 | 0.07 | 350,000 | 350,000 | 451,336 | 451,336 | 13,946 | 24,355 | 99.28% | 99.28% |
09/06/2016 | 39.44% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,490 | 30,490 | 99.80% | 99.80% |
08/06/2016 | 39.72% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,246 | 30,246 | 100.00% | 100.00% |
07/06/2016 | 47.61% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 17,145 | 27,145 | 99.62% | 99.62% |