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 | - | 39.85 | - | 2,500 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2015 | 0.27% | 37.25 | 37.50 | 5,000 | 5,000 | 5,000 | 5,000 | 187,150 | 187,650 | 5.91% | 99.74% |
11/12/2015 | 0.23% | 38.15 | 38.20 | 5,000 | 5,000 | 5,000 | 5,000 | 193,622 | 194,068 | 100.00% | 100.00% |
10/12/2015 | 0.23% | 39.45 | 39.50 | 5,000 | 5,000 | 5,000 | 5,000 | 197,925 | 198,372 | 100.00% | 100.00% |
09/12/2015 | 0.22% | 40.40 | 40.45 | 5,000 | 5,000 | 5,000 | 5,000 | 203,960 | 204,406 | 100.00% | 100.00% |
08/12/2015 | 0.22% | 40.45 | 40.50 | 5,000 | 5,000 | 5,000 | 5,000 | 200,270 | 200,717 | 100.00% | 100.00% |
07/12/2015 | 0.22% | 40.05 | 40.10 | 5,000 | 5,000 | 5,000 | 5,000 | 204,524 | 204,971 | 100.00% | 100.00% |
04/12/2015 | 0.22% | 40.75 | 40.80 | 5,000 | 5,000 | 5,000 | 5,000 | 202,300 | 202,747 | 100.00% | 100.00% |
03/12/2015 | 0.21% | 41.95 | 42.00 | 5,000 | 5,000 | 5,000 | 5,000 | 211,264 | 211,711 | 100.00% | 100.00% |