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 | - | - |
18/12/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/12/2015 | - | - | 0.04 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 94.61% |
16/12/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 98.49% |
15/12/2015 | - | 0.01 | 0.02 | 750,000 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
14/12/2015 | 57.84% | 0.04 | 0.05 | 750,000 | 750,000 | 749,999 | 750,000 | 14,298 | 24,369 | 58.54% | 97.20% |
11/12/2015 | 59.86% | 0.02 | 0.03 | 750,000 | 750,000 | 749,999 | 750,000 | 13,513 | 23,729 | 65.27% | 98.13% |
10/12/2015 | 93.33% | 0.01 | 0.02 | 750,000 | 750,000 | 750,000 | 750,000 | 8,333 | 22,500 | 9.97% | 98.51% |
09/12/2015 | 99.16% | 0.01 | 0.03 | 750,000 | 750,000 | 750,000 | 750,000 | 7,605 | 22,500 | 60.97% | 98.30% |
08/12/2015 | 100.00% | 0.01 | 0.02 | 750,000 | 750,000 | 750,000 | 750,000 | 7,500 | 22,500 | 1.01% | 98.10% |