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 | 4.44% | 0.04 | 0.14 | 500,000 | 500,000 | 499,932 | 499,909 | 173,402 | 178,909 | 91.98% | 91.98% |
23/05/2016 | 1.97% | 0.56 | 0.57 | 500,000 | 500,000 | 499,976 | 499,921 | 261,542 | 266,526 | 96.89% | 96.89% |
20/05/2016 | 2.04% | 0.44 | 0.45 | 500,000 | 500,000 | 500,000 | 499,999 | 242,990 | 247,989 | 99.90% | 99.90% |
19/05/2016 | 1.64% | 0.68 | 0.69 | 500,000 | 500,000 | 499,995 | 499,981 | 306,663 | 311,657 | 98.84% | 98.84% |
18/05/2016 | 1.89% | 0.43 | 0.44 | 500,000 | 500,000 | 499,969 | 499,877 | 263,766 | 268,714 | 100.00% | 100.00% |
17/05/2016 | 4.16% | 0.49 | 0.50 | 500,000 | 500,000 | 499,954 | 499,830 | 168,270 | 173,227 | 99.01% | 99.01% |
13/05/2016 | 1.90% | 0.42 | 0.43 | 500,000 | 500,000 | 499,992 | 499,935 | 273,721 | 278,687 | 97.99% | 97.99% |