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 | - | - |
17/06/2016 | - | - | 0,02 | 0 | 1 000 000 | 0 | 0 | 0 | 0 | 0,00% | 99,97% |
16/06/2016 | - | - | 0,02 | 0 | 1 000 000 | 0 | 0 | 0 | 0 | 0,00% | 98,18% |
15/06/2016 | 66,67% | 0,01 | 0,02 | 375 000 | 1 000 000 | 375 000 | 375 000 | 3 750 | 7 500 | 61,65% | 98,09% |
14/06/2016 | 66,67% | 0,01 | 0,02 | 1 000 000 | 1 000 000 | 375 512 | 375 512 | 3 755 | 7 510 | 75,36% | 98,43% |
13/06/2016 | 46,30% | 0,02 | 0,03 | 525 000 | 525 000 | 230 946 | 230 946 | 4 347 | 6 656 | 98,28% | 98,28% |
10/06/2016 | 19,88% | 0,03 | 0,04 | 300 000 | 300 000 | 122 595 | 122 595 | 5 062 | 6 288 | 98,21% | 98,21% |
09/06/2016 | 10,17% | 0,08 | 0,09 | 250 000 | 250 000 | 111 841 | 111 841 | 10 086 | 11 204 | 97,20% | 97,20% |
08/06/2016 | 13,57% | 0,07 | 0,08 | 325 000 | 325 000 | 147 383 | 147 383 | 10 078 | 11 552 | 97,67% | 97,67% |
07/06/2016 | 12,02% | 0,06 | 0,07 | 325 000 | 325 000 | 147 633 | 147 633 | 11 194 | 12 671 | 97,46% | 97,46% |