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 | 21.21% | 0.02 | 0.04 | 50,000 | 50,000 | 499,970 | 50,000 | 22,456 | 2,771 | 37.27% | 37.27% |
21/07/2016 | 17.49% | 0.04 | 0.05 | 500,000 | 50,000 | 500,000 | 50,000 | 31,290 | 3,704 | 99.57% | 99.57% |
20/07/2016 | 9.23% | 0.09 | 0.10 | 500,000 | 50,000 | 443,138 | 50,000 | 50,070 | 6,220 | 98.80% | 98.80% |
19/07/2016 | 7.75% | 0.13 | 0.14 | 390,000 | 50,000 | 400,909 | 50,000 | 50,647 | 6,852 | 100.00% | 100.00% |
18/07/2016 | 8.52% | 0.11 | 0.12 | 460,000 | 50,000 | 407,657 | 50,000 | 50,546 | 6,776 | 100.00% | 100.00% |
15/07/2016 | 6.75% | 0.14 | 0.15 | 360,000 | 50,000 | 328,417 | 50,000 | 51,051 | 8,340 | 100.00% | 100.00% |
14/07/2016 | 8.53% | 0.15 | 0.16 | 340,000 | 50,000 | 371,388 | 47,699 | 50,592 | 7,075 | 100.00% | 100.00% |
13/07/2016 | 9.85% | 0.11 | 0.13 | 460,000 | 50,000 | 478,469 | 50,000 | 49,205 | 5,703 | 100.00% | 100.00% |