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 | - | 24.35 | - | 10,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2015 | 0.41% | 24.40 | 24.35 | 10,000 | 10,000 | 10,000 | 10,000 | 241,965 | 242,965 | 5.89% | 92.08% |
11/12/2015 | 0.41% | 24.30 | 24.40 | 10,000 | 10,000 | 10,000 | 10,000 | 241,666 | 242,666 | 100.00% | 100.00% |
10/12/2015 | 0.42% | 24.05 | 24.15 | 10,000 | 10,000 | 10,000 | 10,000 | 238,271 | 239,271 | 95.52% | 95.52% |
09/12/2015 | 0.41% | 24.35 | 24.45 | 10,000 | 10,000 | 10,000 | 10,000 | 246,312 | 247,312 | 100.00% | 100.00% |
08/12/2015 | 0.40% | 24.55 | 24.65 | 10,000 | 10,000 | 10,000 | 10,000 | 246,667 | 247,667 | 97.69% | 97.69% |
07/12/2015 | 0.41% | 24.50 | 24.60 | 10,000 | 10,000 | 10,000 | 10,000 | 243,412 | 244,412 | 100.00% | 100.00% |
04/12/2015 | 0.41% | 24.30 | 24.40 | 10,000 | 10,000 | 10,000 | 10,000 | 241,208 | 242,208 | 97.73% | 97.73% |
03/12/2015 | 0.41% | 24.10 | 24.20 | 10,000 | 10,000 | 10,000 | 10,000 | 241,064 | 242,064 | 100.00% | 100.00% |