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 | 2.66% | 2.25 | 2.31 | 250,000 | 250,000 | 250,000 | 250,000 | 553,380 | 568,272 | 96.40% | 96.40% |
17/12/2015 | 1.15% | 2.45 | 2.48 | 250,000 | 250,000 | 250,000 | 250,000 | 648,850 | 656,350 | 94.99% | 94.99% |
16/12/2015 | 1.22% | 2.37 | 2.40 | 250,000 | 250,000 | 250,000 | 250,000 | 609,965 | 617,466 | 96.50% | 96.50% |
15/12/2015 | 1.30% | 2.37 | 2.40 | 250,000 | 250,000 | 250,000 | 250,000 | 572,152 | 579,652 | 98.35% | 98.35% |
14/12/2015 | 1.01% | 1.98 | 2.01 | 250,000 | 250,000 | 250,000 | 250,000 | 523,933 | 529,196 | 96.41% | 96.41% |
11/12/2015 | 0.44% | 2.16 | 2.17 | 250,000 | 250,000 | 250,000 | 250,000 | 563,914 | 566,414 | 98.29% | 98.29% |
10/12/2015 | 0.43% | 2.41 | 2.42 | 250,000 | 250,000 | 250,000 | 250,000 | 581,970 | 584,470 | 98.11% | 98.11% |
09/12/2015 | 0.42% | 2.51 | 2.52 | 250,000 | 250,000 | 250,000 | 250,000 | 596,851 | 599,351 | 97.91% | 97.91% |
08/12/2015 | 0.41% | 2.47 | 2.48 | 250,000 | 250,000 | 250,000 | 250,000 | 612,260 | 614,760 | 98.40% | 98.40% |