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 | 7.68% | 0.06 | 0.07 | 40,000 | 40,000 | 40,000 | 40,000 | 5,333 | 5,733 | 96.92% | 96.92% |
23/05/2016 | 6.17% | 0.17 | 0.18 | 40,000 | 40,000 | 40,000 | 40,000 | 6,509 | 6,909 | 100.00% | 100.00% |
20/05/2016 | 10.64% | 0.10 | 0.11 | 40,000 | 40,000 | 40,000 | 40,000 | 3,654 | 4,054 | 100.00% | 100.00% |
19/05/2016 | 6.27% | 0.17 | 0.18 | 40,000 | 40,000 | 40,000 | 40,000 | 6,239 | 6,639 | 100.00% | 100.00% |
18/05/2016 | 5.77% | 0.12 | 0.13 | 40,000 | 40,000 | 40,000 | 40,000 | 6,908 | 7,308 | 100.00% | 100.00% |
17/05/2016 | 4.64% | 0.20 | 0.21 | 40,000 | 40,000 | 40,000 | 40,000 | 8,459 | 8,859 | 100.00% | 100.00% |
13/05/2016 | 2.59% | 0.35 | 0.36 | 40,000 | 40,000 | 40,000 | 40,000 | 15,285 | 15,685 | 99.49% | 99.49% |