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 | 6.55% | 0.07 | 0.08 | 100,000 | 100,000 | 100,000 | 100,000 | 15,690 | 16,690 | 88.01% | 88.01% |
23/05/2016 | 4.50% | 0.21 | 0.22 | 100,000 | 100,000 | 100,000 | 100,000 | 22,709 | 23,709 | 100.00% | 100.00% |
20/05/2016 | 3.30% | 0.27 | 0.28 | 100,000 | 100,000 | 100,005 | 100,010 | 29,898 | 30,900 | 99.76% | 100.00% |
19/05/2016 | 2.42% | 0.47 | 0.48 | 100,000 | 100,000 | 100,000 | 100,019 | 40,991 | 41,999 | 100.00% | 100.00% |
18/05/2016 | 2.21% | 0.40 | 0.41 | 100,000 | 100,000 | 100,000 | 100,000 | 44,997 | 45,997 | 100.00% | 100.00% |
17/05/2016 | 2.30% | 0.49 | 0.50 | 100,000 | 100,000 | 100,000 | 100,000 | 43,839 | 44,839 | 100.00% | 100.00% |
13/05/2016 | 1.73% | 0.46 | 0.47 | 100,000 | 100,000 | 100,000 | 100,000 | 58,403 | 59,403 | 99.56% | 99.83% |