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 | - | - |
26/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/07/2016 | 4.59% | 0.19 | 0.20 | 500,000 | 500,000 | 500,000 | 500,000 | 108,041 | 113,041 | 100.00% | 100.00% |
21/07/2016 | 3.00% | 0.31 | 0.32 | 500,000 | 500,000 | 500,000 | 500,000 | 164,740 | 169,740 | 99.44% | 99.44% |
20/07/2016 | 3.35% | 0.32 | 0.33 | 500,000 | 500,000 | 499,875 | 500,000 | 148,493 | 153,523 | 99.89% | 99.89% |
19/07/2016 | 2.85% | 0.34 | 0.35 | 500,000 | 500,000 | 500,000 | 500,000 | 173,166 | 178,166 | 99.28% | 99.28% |
18/07/2016 | 2.58% | 0.33 | 0.34 | 500,000 | 500,000 | 500,000 | 500,000 | 193,126 | 198,126 | 100.00% | 100.00% |
15/07/2016 | 2.54% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 196,090 | 201,090 | 99.84% | 99.84% |
14/07/2016 | 2.69% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 183,549 | 188,549 | 99.64% | 99.64% |