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 | 4.79% | 0.23 | 0.24 | 500,000 | 500,000 | 499,824 | 500,000 | 102,488 | 107,535 | 99.33% | 99.33% |
17/12/2015 | 3.99% | 0.19 | 0.20 | 500,000 | 500,000 | 499,612 | 500,000 | 124,680 | 129,802 | 99.84% | 99.84% |
16/12/2015 | 4.27% | 0.20 | 0.21 | 500,000 | 500,000 | 499,942 | 500,000 | 114,878 | 119,893 | 99.91% | 99.91% |
15/12/2015 | 6.84% | 0.17 | 0.18 | 500,000 | 500,000 | 500,000 | 500,000 | 71,419 | 76,420 | 99.99% | 99.99% |
14/12/2015 | 5.73% | 0.11 | 0.12 | 500,000 | 500,000 | 499,985 | 500,000 | 86,406 | 91,410 | 98.77% | 98.77% |
11/12/2015 | 4.99% | 0.17 | 0.18 | 500,000 | 500,000 | 499,960 | 499,979 | 98,608 | 103,614 | 99.63% | 99.63% |
10/12/2015 | 4.97% | 0.22 | 0.23 | 500,000 | 500,000 | 499,929 | 499,973 | 98,908 | 103,916 | 99.93% | 99.93% |
09/12/2015 | 4.25% | 0.22 | 0.23 | 500,000 | 500,000 | 500,000 | 499,973 | 115,583 | 120,580 | 99.84% | 99.84% |
08/12/2015 | 3.68% | 0.26 | 0.27 | 500,000 | 500,000 | 500,000 | 499,933 | 133,948 | 138,930 | 99.88% | 99.88% |