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 | 5.03% | 0.38 | 0.40 | 300,000 | 300,000 | 300,000 | 300,000 | 116,522 | 122,525 | 100.00% | 100.00% |
15/12/2016 | 4.98% | 0.43 | 0.45 | 300,000 | 300,000 | 300,000 | 300,000 | 118,127 | 124,135 | 100.00% | 100.00% |
14/12/2016 | 4.96% | 0.42 | 0.44 | 300,000 | 300,000 | 300,000 | 300,000 | 119,882 | 125,960 | 99.78% | 99.78% |
13/12/2016 | 6.89% | 0.39 | 0.41 | 300,000 | 300,000 | 300,000 | 300,000 | 100,701 | 107,811 | 99.39% | 99.39% |
12/12/2016 | 7.98% | 0.26 | 0.28 | 300,000 | 300,000 | 300,000 | 300,000 | 81,631 | 88,405 | 79.76% | 79.86% |
09/12/2016 | 9.16% | 0.29 | 0.32 | 300,000 | 300,000 | 320,044 | 300,000 | 61,055 | 64,073 | 99.76% | 99.76% |
08/12/2016 | 14.45% | 0.08 | 0.10 | 500,000 | 300,000 | 500,000 | 300,000 | 39,755 | 27,512 | 99.65% | 99.65% |
07/12/2016 | 17.18% | 0.07 | 0.08 | 500,000 | 300,000 | 500,000 | 300,000 | 35,372 | 25,103 | 99.72% | 99.72% |
06/12/2016 | 10.75% | 0.09 | 0.10 | 500,000 | 300,000 | 473,329 | 300,000 | 47,877 | 33,978 | 99.98% | 99.98% |