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 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 92.24% |
15/12/2016 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 90.61% |
14/12/2016 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/12/2016 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
12/12/2016 | - | - | 0.01 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 85.14% |
09/12/2016 | 66.67% | 0.01 | 0.02 | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 | 1,000 | 2.22% | 99.84% |
08/12/2016 | 66.67% | 0.01 | 0.02 | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 | 1,000 | 4.90% | 99.41% |
07/12/2016 | 74.69% | 0.01 | 0.02 | 150,000 | 50,000 | 150,000 | 50,000 | 2,023 | 1,453 | 34.95% | 99.78% |
06/12/2016 | 71.19% | 0.01 | 0.03 | 150,000 | 50,000 | 150,000 | 50,000 | 2,242 | 1,516 | 98.21% | 98.21% |