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 | - | - |
26/07/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
25/07/2016 | 13.55% | 0.06 | 0.07 | 100,000 | 100,000 | 100,000 | 100,000 | 6,902 | 7,902 | 0.90% | 0.90% |
22/07/2016 | 10.02% | 0.10 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 9,710 | 10,710 | 100.00% | 100.00% |
21/07/2016 | 7.17% | 0.10 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 13,722 | 14,722 | 100.00% | 100.00% |
20/07/2016 | 5.99% | 0.16 | 0.17 | 100,000 | 100,000 | 100,000 | 100,000 | 16,253 | 17,253 | 100.00% | 100.00% |
19/07/2016 | 8.83% | 0.11 | 0.12 | 100,000 | 100,000 | 100,000 | 100,000 | 10,938 | 11,938 | 100.00% | 100.00% |
18/07/2016 | 6.97% | 0.17 | 0.18 | 100,000 | 100,000 | 100,000 | 100,000 | 13,961 | 14,961 | 100.00% | 100.00% |
15/07/2016 | 5.00% | 0.20 | 0.21 | 100,000 | 100,000 | 100,000 | 100,000 | 19,541 | 20,541 | 100.00% | 100.00% |
14/07/2016 | 4.93% | 0.19 | 0.20 | 100,000 | 100,000 | 100,000 | 100,000 | 19,910 | 20,910 | 100.00% | 100.00% |