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 | - | - |
25/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
22/07/2016 | 5.47% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 26,707 | 28,207 | 14.48% | 14.48% |
21/07/2016 | 4.53% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 32,717 | 34,217 | 99.17% | 99.17% |
20/07/2016 | 4.00% | 0.22 | 0.23 | 150,000 | 150,000 | 150,000 | 150,000 | 36,982 | 38,482 | 99.98% | 99.98% |
19/07/2016 | 5.14% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 28,594 | 30,094 | 97.29% | 97.29% |
18/07/2016 | 3.74% | 0.28 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 39,431 | 40,931 | 100.00% | 100.00% |
15/07/2016 | 4.02% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 36,701 | 38,201 | 98.93% | 98.93% |
14/07/2016 | 3.64% | 0.29 | 0.30 | 150,000 | 150,000 | 150,000 | 150,000 | 40,530 | 42,030 | 99.53% | 99.53% |
13/07/2016 | 3.82% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 38,795 | 40,295 | 99.96% | 99.96% |