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 | 5,22% | 0,20 | 0,21 | 150 000 | 150 000 | 150 000 | 150 000 | 28 006 | 29 506 | 100,00% | 100,00% |
16/06/2016 | 4,85% | 0,22 | 0,23 | 150 000 | 150 000 | 150 000 | 150 000 | 30 270 | 31 770 | 99,64% | 99,64% |
15/06/2016 | 6,18% | 0,19 | 0,20 | 150 000 | 150 000 | 150 000 | 150 000 | 23 674 | 25 174 | 97,71% | 97,71% |
14/06/2016 | 5,99% | 0,18 | 0,19 | 175 000 | 175 000 | 175 000 | 175 000 | 28 482 | 30 232 | 99,83% | 99,83% |
13/06/2016 | 9,06% | 0,12 | 0,13 | 275 000 | 275 000 | 275 000 | 275 000 | 29 589 | 32 339 | 99,08% | 99,08% |
10/06/2016 | 18,79% | 0,07 | 0,08 | 750 000 | 750 000 | 750 000 | 750 000 | 36 993 | 44 493 | 99,95% | 99,95% |
09/06/2016 | 22,51% | 0,04 | 0,05 | 800 000 | 800 000 | 800 000 | 800 000 | 31 631 | 39 631 | 99,86% | 99,86% |
08/06/2016 | 22,22% | 0,04 | 0,05 | 875 000 | 875 000 | 875 000 | 875 000 | 35 000 | 43 750 | 99,82% | 99,82% |
07/06/2016 | 20,37% | 0,04 | 0,05 | 600 000 | 600 000 | 600 000 | 600 000 | 26 749 | 32 749 | 99,55% | 99,55% |