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 | 28.97% | 0.04 | 0.06 | 400,000 | 400,000 | 406,018 | 406,018 | 24,385 | 32,505 | 100.00% | 100.00% |
16/06/2016 | 26.88% | 0.02 | 0.03 | 750,000 | 750,000 | 750,000 | 750,000 | 26,519 | 34,025 | 99.66% | 99.66% |
15/06/2016 | 18.47% | 0.08 | 0.10 | 750,000 | 750,000 | 748,929 | 748,929 | 74,787 | 89,765 | 100.00% | 100.00% |
14/06/2016 | 15.17% | 0.09 | 0.11 | 750,000 | 750,000 | 745,816 | 745,816 | 92,076 | 106,946 | 99.70% | 99.70% |
13/06/2016 | 8.89% | 0.19 | 0.21 | 500,000 | 500,000 | 500,000 | 500,000 | 108,066 | 118,066 | 100.00% | 100.00% |
10/06/2016 | 6.22% | 0.27 | 0.29 | 500,000 | 500,000 | 454,973 | 454,973 | 141,745 | 150,845 | 100.00% | 100.00% |
09/06/2016 | 4.53% | 0.41 | 0.43 | 400,000 | 400,000 | 400,000 | 400,000 | 166,833 | 174,563 | 98.57% | 98.57% |
08/06/2016 | 2.23% | 0.43 | 0.44 | 400,000 | 400,000 | 400,000 | 400,000 | 177,403 | 181,403 | 100.00% | 100.00% |
07/06/2016 | 2.03% | 0.49 | 0.50 | 400,000 | 400,000 | 400,000 | 400,000 | 195,187 | 199,187 | 100.00% | 100.00% |