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 | - | - |
16/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 91.73% |
15/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 98.34% |
14/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 86.33% |
09/12/2016 | 66.67% | 0.01 | 0.01 | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 | 2,000 | 0.20% | 100.00% |
08/12/2016 | 66.67% | 0.01 | 0.02 | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 | 2,000 | 32.95% | 99.42% |
07/12/2016 | 66.67% | 0.01 | 0.02 | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 | 2,000 | 68.10% | 100.00% |
06/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |