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 | - | - |
15/12/2015 | - | 3.14 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2015 | 0.32% | 3.22 | 3.12 | 50,000 | 50,000 | 50,000 | 50,000 | 153,683 | 154,183 | 5.87% | 97.89% |
11/12/2015 | 0.33% | 3.12 | 3.13 | 50,000 | 50,000 | 50,000 | 50,000 | 150,671 | 151,171 | 100.00% | 100.00% |
10/12/2015 | 0.35% | 2.86 | 2.87 | 50,000 | 50,000 | 50,000 | 50,000 | 142,777 | 143,277 | 100.00% | 100.00% |
09/12/2015 | 0.34% | 2.84 | 2.85 | 50,000 | 50,000 | 50,000 | 50,000 | 147,806 | 148,306 | 100.00% | 100.00% |
08/12/2015 | 0.34% | 3.07 | 3.08 | 50,000 | 50,000 | 50,000 | 50,000 | 147,646 | 148,146 | 99.55% | 99.55% |
07/12/2015 | 0.38% | 2.63 | 2.64 | 50,000 | 50,000 | 50,000 | 50,000 | 129,787 | 130,287 | 100.00% | 100.00% |
04/12/2015 | 0.40% | 2.58 | 2.59 | 50,000 | 50,000 | 50,000 | 50,000 | 124,565 | 125,065 | 100.00% | 100.00% |
03/12/2015 | 0.42% | 2.45 | 2.46 | 50,000 | 50,000 | 50,000 | 50,000 | 119,797 | 120,297 | 100.00% | 100.00% |