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 | 2.42% | 0.43 | 0.44 | 500,000 | 500,000 | 499,998 | 500,000 | 204,446 | 209,459 | 99.73% | 99.73% |
17/12/2015 | 2.19% | 0.39 | 0.40 | 500,000 | 500,000 | 500,000 | 500,000 | 226,669 | 231,678 | 99.82% | 99.82% |
16/12/2015 | 2.31% | 0.40 | 0.41 | 500,000 | 500,000 | 499,992 | 500,000 | 214,144 | 219,151 | 99.77% | 99.77% |
15/12/2015 | 2.99% | 0.37 | 0.38 | 500,000 | 500,000 | 500,000 | 500,000 | 165,493 | 170,496 | 99.82% | 99.82% |
14/12/2015 | 2.75% | 0.28 | 0.29 | 500,000 | 500,000 | 500,000 | 500,000 | 180,962 | 185,972 | 98.48% | 98.48% |
11/12/2015 | 2.58% | 0.35 | 0.36 | 500,000 | 500,000 | 499,984 | 500,000 | 192,493 | 197,508 | 99.63% | 99.63% |
10/12/2015 | 2.59% | 0.41 | 0.42 | 500,000 | 500,000 | 500,000 | 500,000 | 191,567 | 196,572 | 99.91% | 99.91% |
09/12/2015 | 2.38% | 0.40 | 0.41 | 500,000 | 500,000 | 500,000 | 500,000 | 208,430 | 213,442 | 99.81% | 99.81% |
08/12/2015 | 2.16% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 499,986 | 229,671 | 234,667 | 99.88% | 99.88% |