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 | 0.46% | 2.20 | 2.21 | 500,000 | 500,000 | 500,000 | 500,000 | 1,095,310 | 1,100,310 | 92.73% | 92.73% |
16/06/2016 | 0.49% | 2.02 | 2.03 | 500,000 | 500,000 | 500,000 | 500,000 | 1,018,540 | 1,023,540 | 99.09% | 99.09% |
15/06/2016 | 0.46% | 2.20 | 2.21 | 500,000 | 500,000 | 500,000 | 500,000 | 1,087,440 | 1,092,440 | 98.31% | 98.31% |
14/06/2016 | 0.46% | 2.08 | 2.09 | 500,000 | 500,000 | 500,000 | 500,000 | 1,075,940 | 1,080,940 | 99.13% | 99.13% |
13/06/2016 | 0.44% | 2.32 | 2.33 | 500,000 | 500,000 | 500,000 | 500,000 | 1,138,100 | 1,143,100 | 100.00% | 100.00% |
10/06/2016 | 0.43% | 2.36 | 2.37 | 500,000 | 500,000 | 500,000 | 500,000 | 1,169,470 | 1,174,470 | 100.00% | 100.00% |
09/06/2016 | 0.42% | 2.40 | 2.41 | 500,000 | 500,000 | 500,000 | 500,000 | 1,196,480 | 1,201,480 | 99.01% | 99.01% |
08/06/2016 | 0.41% | 2.41 | 2.42 | 500,000 | 500,000 | 500,000 | 500,000 | 1,203,340 | 1,208,340 | 100.00% | 100.00% |
07/06/2016 | 0.41% | 2.44 | 2.45 | 500,000 | 500,000 | 500,000 | 500,000 | 1,213,540 | 1,218,540 | 99.82% | 99.82% |