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 | - | - |
21/12/2016 | - | 6.29 | - | 5,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
20/12/2016 | - | 6.25 | - | 5,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.13% |
19/12/2016 | - | 6.24 | - | 5,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.40% |
16/12/2016 | - | 6.25 | - | 5,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.24% |
15/12/2016 | - | 6.35 | - | 5,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.78% |
14/12/2016 | 0.85% | 6.34 | 6.35 | 5,000 | 25,000 | 10,177 | 10,177 | 64,400 | 64,839 | 92.47% | 97.55% |
13/12/2016 | 0.82% | 6.33 | 6.35 | 25,000 | 25,000 | 10,940 | 10,940 | 69,337 | 69,779 | 97.83% | 97.83% |
12/12/2016 | 0.80% | 6.31 | 6.33 | 25,000 | 25,000 | 10,948 | 10,948 | 69,628 | 70,068 | 97.60% | 97.60% |
09/12/2016 | 0.79% | 6.52 | 6.54 | 25,000 | 25,000 | 10,860 | 10,860 | 70,955 | 71,396 | 98.56% | 98.56% |