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 | - | - | 0.03 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 88.64% |
17/12/2015 | - | 0.01 | 0.03 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.11% |
16/12/2015 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,999 | 1,000,000 | 10,000 | 20,000 | 20.18% | 87.35% |
15/12/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 99.57% |
14/12/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 88.18% |
11/12/2015 | - | - | 0.02 | 0 | 750,000 | 0 | 0 | 0 | 0 | 0.00% | 90.91% |
10/12/2015 | 85.07% | 0.01 | 0.03 | 750,000 | 750,000 | 750,000 | 750,000 | 9,390 | 22,529 | 73.35% | 79.05% |
09/12/2015 | 30.35% | 0.03 | 0.04 | 750,000 | 750,000 | 750,000 | 750,000 | 22,158 | 29,743 | 95.56% | 95.56% |
08/12/2015 | 16.87% | 0.05 | 0.06 | 750,000 | 750,000 | 750,000 | 750,000 | 42,989 | 50,489 | 96.46% | 96.46% |