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 | - | - |
22/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
20/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/07/2016 | 1.74% | 0.73 | 0.74 | 70,000 | 50,000 | 70,583 | 50,000 | 52,131 | 37,588 | 100.00% | 100.00% |
18/07/2016 | 1.67% | 0.82 | 0.83 | 70,000 | 50,000 | 70,000 | 50,000 | 55,673 | 40,436 | 100.00% | 100.00% |
15/07/2016 | 1.99% | 0.75 | 0.77 | 70,000 | 50,000 | 71,560 | 50,000 | 52,099 | 37,157 | 100.00% | 100.00% |
14/07/2016 | 1.40% | 0.76 | 0.78 | 70,000 | 50,000 | 69,497 | 50,000 | 55,105 | 40,223 | 100.00% | 100.00% |
13/07/2016 | 1.38% | 0.84 | 0.85 | 60,000 | 50,000 | 66,677 | 50,000 | 54,849 | 41,760 | 100.00% | 100.00% |
12/07/2016 | 1.45% | 0.75 | 0.76 | 70,000 | 50,000 | 69,525 | 50,000 | 56,328 | 41,112 | 96.20% | 96.20% |