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 | - | - | 0.03 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 88.65% |
17/12/2015 | - | 0.01 | 0.03 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.10% |
16/12/2015 | 25.05% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 858,537 | 858,537 | 30,631 | 39,217 | 72.08% | 72.08% |
15/12/2015 | 13.08% | 0.06 | 0.07 | 750,000 | 750,000 | 750,000 | 750,000 | 56,074 | 63,574 | 97.48% | 97.48% |
14/12/2015 | 8.49% | 0.19 | 0.20 | 750,000 | 750,000 | 750,000 | 750,000 | 91,676 | 99,176 | 87.46% | 87.46% |
11/12/2015 | 10.93% | 0.12 | 0.13 | 750,000 | 750,000 | 750,000 | 750,000 | 71,713 | 79,213 | 90.05% | 90.05% |
10/12/2015 | 15.71% | 0.06 | 0.07 | 750,000 | 750,000 | 750,000 | 750,000 | 44,669 | 52,169 | 94.38% | 94.38% |
09/12/2015 | 15.93% | 0.05 | 0.06 | 750,000 | 750,000 | 750,000 | 750,000 | 44,358 | 51,858 | 92.70% | 92.70% |
08/12/2015 | 28.87% | 0.04 | 0.05 | 750,000 | 750,000 | 750,000 | 750,000 | 25,912 | 33,616 | 95.92% | 95.92% |