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 | - | - |
17/12/2015 | 1.08% | 1.09 | 1.10 | 250,000 | 250,000 | 250,000 | 250,000 | 232,056 | 234,556 | 99.34% | 99.34% |
16/12/2015 | 0.86% | 1.21 | 1.22 | 250,000 | 250,000 | 250,000 | 250,000 | 291,249 | 293,749 | 99.03% | 99.03% |
15/12/2015 | 0.72% | 1.27 | 1.28 | 250,000 | 250,000 | 250,000 | 250,000 | 346,077 | 348,577 | 97.82% | 97.82% |
14/12/2015 | 0.71% | 1.63 | 1.64 | 250,000 | 250,000 | 250,000 | 250,000 | 354,166 | 356,666 | 97.91% | 97.91% |
11/12/2015 | 0.77% | 1.39 | 1.40 | 250,000 | 250,000 | 250,000 | 250,000 | 324,677 | 327,177 | 99.18% | 99.18% |
10/12/2015 | 0.85% | 1.14 | 1.15 | 250,000 | 250,000 | 250,000 | 250,000 | 294,647 | 297,147 | 99.33% | 99.33% |
09/12/2015 | 0.88% | 1.13 | 1.14 | 250,000 | 250,000 | 250,000 | 250,000 | 283,455 | 285,955 | 99.40% | 99.40% |
08/12/2015 | 1.06% | 1.01 | 1.02 | 250,000 | 250,000 | 250,000 | 250,000 | 236,701 | 239,201 | 99.59% | 99.59% |
07/12/2015 | 1.52% | 0.78 | 0.79 | 250,000 | 250,000 | 250,000 | 250,000 | 164,816 | 167,316 | 99.88% | 99.88% |