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 | 4.83% | 0.02 | 0.05 | 20,000 | 20,000 | 20,000 | 20,000 | 4,864 | 5,065 | 78.60% | 78.60% |
23/05/2016 | 2.46% | 0.42 | 0.43 | 10,000 | 10,000 | 19,688 | 19,688 | 8,107 | 8,303 | 100.00% | 100.00% |
20/05/2016 | 2.51% | 0.36 | 0.37 | 10,000 | 10,000 | 19,688 | 19,688 | 7,785 | 7,982 | 100.00% | 100.00% |
19/05/2016 | 1.93% | 0.58 | 0.59 | 10,000 | 10,000 | 19,688 | 19,688 | 10,192 | 10,389 | 100.00% | 100.00% |
18/05/2016 | 1.98% | 0.41 | 0.42 | 10,000 | 10,000 | 19,688 | 19,688 | 9,966 | 10,163 | 100.00% | 100.00% |
17/05/2016 | 2.92% | 0.49 | 0.50 | 10,000 | 10,000 | 19,634 | 19,634 | 7,167 | 7,363 | 85.48% | 85.48% |
13/05/2016 | 1.87% | 0.45 | 0.46 | 10,000 | 10,000 | 19,688 | 19,688 | 10,774 | 10,971 | 100.00% | 100.00% |