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 | 4.19% | 0.25 | 0.26 | 150,000 | 150,000 | 150,000 | 150,000 | 35,153 | 36,653 | 98.28% | 98.28% |
17/12/2015 | 4.00% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 36,895 | 38,395 | 99.23% | 99.23% |
16/12/2015 | 9.06% | 0.13 | 0.14 | 200,000 | 200,000 | 237,872 | 237,872 | 25,664 | 28,043 | 98.71% | 98.71% |
15/12/2015 | 8.63% | 0.11 | 0.12 | 200,000 | 200,000 | 219,013 | 219,013 | 24,326 | 26,516 | 99.00% | 99.00% |
14/12/2015 | 9.10% | 0.07 | 0.08 | 250,000 | 250,000 | 230,567 | 230,567 | 24,645 | 26,951 | 98.22% | 98.22% |
11/12/2015 | 5.77% | 0.14 | 0.15 | 250,000 | 250,000 | 193,161 | 193,161 | 32,590 | 34,521 | 98.49% | 98.49% |
10/12/2015 | 2.94% | 0.33 | 0.34 | 150,000 | 150,000 | 150,000 | 150,000 | 50,564 | 52,064 | 97.23% | 97.23% |
09/12/2015 | 3.29% | 0.32 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 45,091 | 46,591 | 98.81% | 98.81% |
08/12/2015 | 2.99% | 0.32 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 50,141 | 51,641 | 99.41% | 99.41% |