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 | - | - |
15/06/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
14/06/2016 | - | 0.01 | 0.08 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
13/06/2016 | 3.01% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 499,997 | 165,290 | 170,289 | 98.92% | 98.92% |
10/06/2016 | 1.47% | 0.63 | 0.64 | 500,000 | 500,000 | 500,000 | 499,998 | 343,106 | 348,104 | 98.91% | 98.91% |
09/06/2016 | 0.87% | 1.16 | 1.17 | 500,000 | 499,847 | 500,000 | 499,999 | 571,354 | 576,353 | 98.35% | 98.35% |
08/06/2016 | 0.69% | 1.40 | 1.41 | 500,000 | 500,000 | 500,000 | 500,000 | 721,688 | 726,688 | 99.91% | 99.91% |
07/06/2016 | 0.64% | 1.56 | 1.57 | 500,000 | 500,000 | 500,000 | 500,000 | 777,587 | 782,587 | 99.04% | 99.04% |
06/06/2016 | 0.81% | 1.23 | 1.24 | 500,000 | 500,000 | 500,000 | 500,000 | 612,043 | 617,043 | 99.99% | 99.99% |
03/06/2016 | 0.72% | 1.14 | 1.15 | 500,000 | 500,000 | 500,000 | 499,999 | 706,710 | 711,710 | 97.00% | 97.00% |