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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 90.40% |
16/06/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 0.18% | 99.62% |
15/06/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 35.02% | 99.33% |
14/06/2016 | 42.09% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,425 | 29,425 | 97.82% | 97.82% |
13/06/2016 | 45.82% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 17,817 | 27,817 | 96.00% | 98.20% |
10/06/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.85% |
09/06/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.32% |
08/06/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
07/06/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.27% |