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 | - | - |
15/12/2017 | 7.77% | 0.24 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 75,411 | 81,505 | 100.00% | 100.00% |
14/12/2017 | 7.83% | 0.25 | 0.27 | 300,000 | 300,000 | 300,000 | 300,000 | 75,139 | 81,263 | 100.00% | 100.00% |
13/12/2017 | 7.87% | 0.26 | 0.28 | 300,000 | 300,000 | 299,999 | 300,000 | 76,653 | 82,927 | 98.96% | 99.03% |
12/12/2017 | 8.69% | 0.24 | 0.26 | 300,000 | 300,000 | 300,000 | 300,000 | 69,615 | 75,940 | 100.00% | 100.00% |
11/12/2017 | 8.68% | 0.23 | 0.25 | 300,000 | 300,000 | 300,000 | 300,000 | 70,339 | 76,716 | 98.65% | 98.65% |
08/12/2017 | 8.29% | 0.23 | 0.25 | 300,000 | 300,000 | 299,999 | 300,000 | 71,980 | 78,190 | 98.67% | 99.71% |
07/12/2017 | 11.31% | 0.18 | 0.20 | 300,000 | 300,000 | 300,000 | 300,000 | 54,185 | 60,665 | 100.00% | 100.00% |
06/12/2017 | 11.85% | 0.18 | 0.20 | 300,000 | 300,000 | 305,966 | 300,000 | 51,109 | 56,464 | 100.00% | 100.00% |
05/12/2017 | 10.00% | 0.19 | 0.21 | 300,000 | 300,000 | 300,000 | 300,000 | 60,034 | 66,348 | 100.00% | 100.00% |