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 | - | 7.11 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.87% |
20/12/2016 | - | 7.09 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/12/2016 | - | 7.15 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.83% |
16/12/2016 | - | 7.18 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2016 | - | 7.32 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.37% |
14/12/2016 | 0.14% | 6.98 | 6.96 | 100,000 | 500,000 | 500,000 | 500,000 | 3,500,580 | 3,505,580 | 94.49% | 99.57% |
13/12/2016 | 0.14% | 6.95 | 6.96 | 500,000 | 500,000 | 500,000 | 500,000 | 3,471,240 | 3,476,240 | 99.95% | 99.95% |
12/12/2016 | 0.15% | 6.93 | 6.94 | 500,000 | 500,000 | 500,000 | 500,000 | 3,443,240 | 3,448,240 | 99.98% | 99.98% |
09/12/2016 | 0.14% | 7.16 | 7.17 | 500,000 | 500,000 | 500,000 | 500,000 | 3,577,170 | 3,582,170 | 99.82% | 99.82% |