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 | - | - |
15/12/2015 | - | 2.64 | - | 20,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 90.41% |
14/12/2015 | 0.37% | 2.76 | 2.71 | 20,000 | 20,000 | 20,000 | 20,000 | 53,281 | 53,481 | 5.89% | 99.73% |
11/12/2015 | 0.39% | 2.64 | 2.65 | 20,000 | 20,000 | 20,000 | 20,000 | 51,400 | 51,600 | 100.00% | 100.00% |
10/12/2015 | 0.40% | 2.46 | 2.47 | 20,000 | 20,000 | 20,000 | 20,000 | 49,519 | 49,719 | 100.00% | 100.00% |
09/12/2015 | 0.40% | 2.44 | 2.45 | 20,000 | 20,000 | 20,000 | 20,000 | 50,091 | 50,291 | 100.00% | 100.00% |
08/12/2015 | 0.39% | 2.47 | 2.48 | 20,000 | 20,000 | 20,000 | 20,000 | 51,397 | 51,597 | 100.00% | 100.00% |
07/12/2015 | 0.40% | 2.54 | 2.55 | 20,000 | 20,000 | 20,000 | 20,000 | 49,744 | 49,944 | 100.00% | 100.00% |
04/12/2015 | 0.45% | 2.35 | 2.36 | 20,000 | 20,000 | 20,000 | 20,000 | 44,729 | 44,929 | 100.00% | 100.00% |
03/12/2015 | 0.48% | 2.21 | 2.22 | 20,000 | 20,000 | 20,000 | 20,000 | 42,003 | 42,203 | 100.00% | 100.00% |