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 | 7.78% | 0.69 | 0.75 | 250,000 | 250,000 | 250,000 | 250,000 | 184,028 | 198,923 | 99.56% | 99.56% |
17/12/2015 | 10.31% | 0.47 | 0.50 | 300,000 | 300,000 | 300,000 | 300,000 | 85,492 | 94,492 | 94.96% | 94.96% |
16/12/2015 | 2.59% | 0.53 | 0.56 | 300,000 | 300,000 | 300,000 | 300,000 | 147,430 | 151,332 | 95.99% | 95.99% |
15/12/2015 | 5.03% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 250,000 | 162,947 | 171,678 | 98.34% | 98.34% |
14/12/2015 | 4.36% | 0.99 | 1.04 | 250,000 | 250,000 | 250,000 | 250,000 | 218,274 | 228,155 | 84.16% | 84.16% |
11/12/2015 | 1.54% | 0.78 | 0.79 | 300,000 | 300,000 | 300,000 | 300,000 | 196,321 | 199,321 | 97.93% | 97.93% |
10/12/2015 | 1.80% | 0.50 | 0.51 | 300,000 | 300,000 | 300,000 | 300,000 | 165,513 | 168,513 | 96.99% | 96.99% |
09/12/2015 | 2.17% | 0.36 | 0.37 | 300,000 | 300,000 | 320,682 | 320,682 | 149,012 | 152,219 | 95.69% | 95.69% |
08/12/2015 | 2.33% | 0.40 | 0.41 | 350,000 | 350,000 | 350,000 | 350,000 | 150,038 | 153,538 | 96.60% | 96.60% |