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 | - | - |
20/05/2016 | 4.11% | 0.48 | 0.50 | 400,000 | 400,000 | 400,000 | 400,000 | 190,793 | 198,793 | 100.00% | 100.00% |
19/05/2016 | 4.37% | 0.42 | 0.44 | 400,000 | 400,000 | 400,000 | 400,000 | 179,243 | 187,243 | 100.00% | 100.00% |
18/05/2016 | 4.36% | 0.45 | 0.47 | 400,000 | 400,000 | 400,000 | 400,000 | 179,426 | 187,426 | 99.96% | 99.96% |
17/05/2016 | 4.33% | 0.40 | 0.42 | 400,000 | 400,000 | 399,973 | 400,000 | 168,874 | 176,332 | 99.88% | 99.99% |
13/05/2016 | 2.86% | 0.40 | 0.41 | 400,000 | 400,000 | 399,929 | 399,884 | 138,410 | 142,395 | 100.00% | 100.00% |
12/05/2016 | 2.62% | 0.34 | 0.35 | 400,000 | 400,000 | 399,866 | 399,881 | 150,949 | 154,954 | 99.85% | 99.95% |
11/05/2016 | 2.55% | 0.40 | 0.41 | 400,000 | 400,000 | 399,988 | 400,000 | 154,863 | 158,867 | 99.78% | 100.00% |
10/05/2016 | 3.30% | 0.39 | 0.40 | 500,000 | 500,000 | 499,069 | 499,288 | 196,468 | 203,102 | 98.04% | 98.85% |
09/05/2016 | 3.26% | 0.32 | 0.33 | 500,000 | 500,000 | 575,301 | 572,623 | 172,309 | 177,280 | 97.94% | 98.71% |