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 | 11.55% | 0.01 | 0.05 | 400,000 | 400,000 | 400,000 | 399,996 | 51,269 | 55,655 | 88.00% | 88.00% |
23/05/2016 | 5.18% | 0.18 | 0.19 | 400,000 | 400,000 | 399,970 | 399,984 | 79,792 | 83,794 | 98.25% | 98.25% |
20/05/2016 | 3.38% | 0.24 | 0.25 | 400,000 | 400,000 | 399,998 | 399,995 | 116,951 | 120,950 | 100.00% | 100.00% |
19/05/2016 | 2.48% | 0.46 | 0.47 | 400,000 | 400,000 | 400,000 | 400,000 | 159,647 | 163,647 | 99.44% | 99.44% |
18/05/2016 | 2.27% | 0.39 | 0.40 | 400,000 | 400,000 | 400,000 | 400,000 | 174,706 | 178,706 | 99.86% | 99.86% |
17/05/2016 | 2.36% | 0.48 | 0.49 | 400,000 | 400,000 | 400,000 | 400,000 | 170,295 | 174,295 | 99.94% | 99.94% |
13/05/2016 | 1.77% | 0.45 | 0.46 | 400,000 | 400,000 | 400,000 | 400,000 | 227,774 | 231,774 | 99.33% | 99.33% |