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 | 26.98% | 0.06 | 0.08 | 500,000 | 50,000 | 500,000 | 50,000 | 30,497 | 4,013 | 100.00% | 100.00% |
15/12/2016 | 50.11% | 0.03 | 0.04 | 500,000 | 50,000 | 500,000 | 50,000 | 8,857 | 1,435 | 99.95% | 99.95% |
14/12/2016 | 24.58% | 0.03 | 0.04 | 500,000 | 50,000 | 500,000 | 50,000 | 21,201 | 2,682 | 99.87% | 99.87% |
13/12/2016 | 16.61% | 0.06 | 0.07 | 500,000 | 50,000 | 500,000 | 50,000 | 32,034 | 3,781 | 100.00% | 100.00% |
12/12/2016 | 22.65% | 0.06 | 0.07 | 500,000 | 50,000 | 500,000 | 50,000 | 26,630 | 3,340 | 86.29% | 86.29% |
09/12/2016 | 18.88% | 0.07 | 0.08 | 500,000 | 50,000 | 500,000 | 50,000 | 26,265 | 3,156 | 100.00% | 100.00% |
08/12/2016 | 26.87% | 0.03 | 0.04 | 500,000 | 50,000 | 500,000 | 50,000 | 17,238 | 2,250 | 99.56% | 99.56% |
07/12/2016 | 21.39% | 0.03 | 0.04 | 500,000 | 50,000 | 500,000 | 50,000 | 23,495 | 2,901 | 100.00% | 100.00% |
06/12/2016 | 16.28% | 0.06 | 0.08 | 500,000 | 50,000 | 500,000 | 50,000 | 32,480 | 3,820 | 99.97% | 99.97% |