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 | 58.49% | 0.02 | 0.03 | 500,000 | 300,000 | 499,999 | 300,000 | 6,579 | 6,970 | 40.83% | 99.96% |
17/12/2015 | 18.92% | 0.03 | 0.04 | 500,000 | 300,000 | 492,835 | 300,000 | 38,978 | 28,722 | 90.35% | 90.35% |
16/12/2015 | 18.57% | 0.03 | 0.04 | 500,000 | 300,000 | 500,000 | 300,000 | 25,375 | 18,228 | 89.75% | 89.75% |
15/12/2015 | 48.55% | 0.03 | 0.04 | 500,000 | 300,000 | 500,000 | 300,000 | 9,048 | 8,429 | 99.10% | 99.10% |
14/12/2015 | 36.73% | 0.01 | 0.02 | 500,000 | 300,000 | 500,000 | 300,000 | 11,709 | 10,028 | 99.78% | 99.78% |
11/12/2015 | 22.56% | 0.03 | 0.04 | 500,000 | 300,000 | 500,000 | 300,000 | 20,476 | 15,289 | 99.73% | 99.73% |
10/12/2015 | 25.21% | 0.05 | 0.06 | 500,000 | 300,000 | 500,000 | 300,000 | 18,136 | 13,881 | 98.81% | 98.81% |
09/12/2015 | 18.02% | 0.03 | 0.05 | 500,000 | 300,000 | 500,000 | 300,000 | 25,772 | 18,463 | 100.00% | 100.00% |
08/12/2015 | 11.55% | 0.07 | 0.08 | 500,000 | 300,000 | 500,000 | 300,000 | 41,441 | 27,865 | 100.00% | 100.00% |