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 | 6.27% | 0.08 | 0.09 | 250,000 | 250,000 | 249,870 | 249,939 | 41,099 | 43,606 | 87.87% | 87.95% |
23/05/2016 | 4.32% | 0.22 | 0.23 | 250,000 | 250,000 | 192,762 | 192,790 | 46,219 | 48,152 | 98.35% | 98.35% |
20/05/2016 | 3.18% | 0.28 | 0.29 | 250,000 | 250,000 | 249,932 | 249,937 | 77,671 | 80,173 | 99.90% | 99.98% |
19/05/2016 | 2.35% | 0.48 | 0.49 | 250,000 | 250,000 | 250,000 | 249,959 | 105,615 | 108,095 | 97.86% | 97.86% |
18/05/2016 | 2.15% | 0.42 | 0.43 | 250,000 | 250,000 | 250,000 | 249,982 | 115,468 | 117,959 | 99.97% | 99.97% |
17/05/2016 | 2.23% | 0.50 | 0.51 | 250,000 | 250,000 | 249,984 | 249,989 | 112,658 | 115,161 | 99.92% | 99.92% |
13/05/2016 | 1.69% | 0.48 | 0.49 | 250,000 | 250,000 | 250,000 | 249,993 | 148,991 | 151,488 | 99.91% | 99.91% |