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 | - | - |
03/01/2017 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/12/2016 | 3.51% | 0.23 | 0.24 | 500,000 | 500,000 | 499,934 | 500,000 | 143,857 | 148,878 | 98.30% | 98.30% |
29/12/2016 | 3.44% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 499,992 | 143,242 | 148,239 | 99.87% | 99.87% |
28/12/2016 | 4.05% | 0.25 | 0.26 | 500,000 | 500,000 | 500,000 | 500,000 | 120,937 | 125,937 | 95.05% | 95.05% |
27/12/2016 | 3.90% | 0.24 | 0.25 | 500,000 | 500,000 | 499,958 | 499,972 | 125,773 | 130,776 | 91.53% | 91.53% |
23/12/2016 | 3.30% | 0.32 | 0.33 | 500,000 | 500,000 | 500,000 | 500,000 | 150,543 | 155,543 | 99.35% | 99.35% |
22/12/2016 | 3.39% | 0.33 | 0.34 | 500,000 | 500,000 | 499,806 | 500,000 | 145,582 | 150,640 | 99.60% | 99.60% |
21/12/2016 | 3.50% | 0.30 | 0.31 | 500,000 | 500,000 | 500,000 | 499,842 | 140,528 | 145,481 | 99.56% | 99.56% |
20/12/2016 | 2.84% | 0.31 | 0.32 | 500,000 | 500,000 | 499,989 | 499,391 | 174,097 | 178,894 | 97.44% | 97.44% |