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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/07/2016 | 9.96% | 0.08 | 0.09 | 500,000 | 50,000 | 497,383 | 50,000 | 49,699 | 5,522 | 81.99% | 81.99% |
20/07/2016 | 7.56% | 0.12 | 0.14 | 420,000 | 50,000 | 350,375 | 50,000 | 50,844 | 7,852 | 98.80% | 98.80% |
19/07/2016 | 7.06% | 0.16 | 0.17 | 320,000 | 50,000 | 323,016 | 50,000 | 51,065 | 8,507 | 100.00% | 100.00% |
18/07/2016 | 6.87% | 0.14 | 0.15 | 360,000 | 50,000 | 331,295 | 50,000 | 51,040 | 8,264 | 100.00% | 100.00% |
15/07/2016 | 6.22% | 0.15 | 0.16 | 340,000 | 50,000 | 305,131 | 50,000 | 50,954 | 8,909 | 100.00% | 100.00% |
14/07/2016 | 8.29% | 0.16 | 0.17 | 320,000 | 50,000 | 345,225 | 47,699 | 50,833 | 7,621 | 100.00% | 100.00% |
13/07/2016 | 8.72% | 0.13 | 0.14 | 390,000 | 50,000 | 442,464 | 50,000 | 50,346 | 6,253 | 100.00% | 100.00% |