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 | - | - |
31/05/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/05/2016 | - | 0.01 | 0.05 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/05/2016 | 16.54% | 0.16 | 0.20 | 500,000 | 500,000 | 499,998 | 500,000 | 49,023 | 56,253 | 96.49% | 96.49% |
26/05/2016 | 7.73% | 0.15 | 0.20 | 500,000 | 500,000 | 499,999 | 499,999 | 77,937 | 83,758 | 99.35% | 99.35% |
25/05/2016 | 3.11% | 0.30 | 0.31 | 500,000 | 500,000 | 499,999 | 499,964 | 160,725 | 165,715 | 99.52% | 99.52% |
24/05/2016 | 1.19% | 0.60 | 0.61 | 500,000 | 500,000 | 500,000 | 500,000 | 428,703 | 433,703 | 99.97% | 99.97% |
23/05/2016 | 0.95% | 1.09 | 1.10 | 500,000 | 500,000 | 500,000 | 500,000 | 527,949 | 532,949 | 97.10% | 97.10% |
20/05/2016 | 0.98% | 0.96 | 0.97 | 500,000 | 500,000 | 500,000 | 500,000 | 506,306 | 511,306 | 99.93% | 99.93% |
19/05/2016 | 0.88% | 1.20 | 1.21 | 500,000 | 500,000 | 500,000 | 500,000 | 566,680 | 571,680 | 98.93% | 98.93% |