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 | 17.05% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 27,081 | 32,081 | 93.76% | 93.76% |
15/12/2016 | 20.47% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 22,287 | 27,287 | 99.14% | 99.14% |
14/12/2016 | 19.55% | 0.05 | 0.06 | 500,000 | 500,000 | 499,984 | 500,000 | 23,472 | 28,473 | 99.99% | 99.99% |
13/12/2016 | 19.98% | 0.04 | 0.05 | 500,000 | 500,000 | 499,979 | 500,000 | 22,941 | 27,942 | 92.63% | 92.63% |
12/12/2016 | 27.80% | 0.03 | 0.04 | 500,000 | 500,000 | 499,913 | 500,000 | 15,690 | 20,693 | 99.64% | 99.64% |
09/12/2016 | 18.35% | 0.06 | 0.07 | 500,000 | 500,000 | 500,000 | 499,978 | 25,149 | 30,147 | 99.99% | 99.99% |
08/12/2016 | 19.25% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 24,546 | 29,546 | 99.94% | 99.94% |
07/12/2016 | 11.73% | 0.09 | 0.10 | 500,000 | 500,000 | 499,999 | 500,000 | 40,369 | 45,369 | 99.99% | 99.99% |
06/12/2016 | 24.61% | 0.05 | 0.06 | 500,000 | 500,000 | 500,000 | 500,000 | 18,318 | 23,318 | 100.00% | 100.00% |