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 | 3.50% | 0.15 | 0.16 | 340,000 | 300,000 | 300,247 | 300,000 | 87,241 | 90,202 | 97.39% | 97.39% |
23/05/2016 | 2.70% | 0.35 | 0.36 | 300,000 | 300,000 | 300,000 | 300,000 | 111,269 | 114,269 | 100.00% | 100.00% |
20/05/2016 | 2.22% | 0.42 | 0.43 | 300,000 | 300,000 | 300,000 | 300,000 | 133,950 | 136,950 | 100.00% | 100.00% |
19/05/2016 | 1.79% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 166,422 | 169,422 | 100.00% | 100.00% |
18/05/2016 | 1.67% | 0.55 | 0.56 | 300,000 | 300,000 | 300,000 | 300,000 | 178,483 | 181,483 | 99.65% | 99.65% |
17/05/2016 | 1.70% | 0.64 | 0.65 | 300,000 | 300,000 | 300,000 | 300,000 | 176,503 | 179,503 | 100.00% | 100.00% |
13/05/2016 | 1.36% | 0.63 | 0.64 | 300,000 | 300,000 | 300,000 | 300,000 | 220,422 | 223,422 | 99.70% | 99.70% |