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 | - | 2.84 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2015 | 0.36% | 2.93 | 2.83 | 50,000 | 50,000 | 50,000 | 50,000 | 138,853 | 139,353 | 5.85% | 98.47% |
11/12/2015 | 0.37% | 2.82 | 2.83 | 50,000 | 50,000 | 50,000 | 50,000 | 135,794 | 136,294 | 100.00% | 100.00% |
10/12/2015 | 0.39% | 2.57 | 2.58 | 50,000 | 50,000 | 50,000 | 50,000 | 127,897 | 128,397 | 100.00% | 100.00% |
09/12/2015 | 0.38% | 2.55 | 2.56 | 50,000 | 50,000 | 50,000 | 50,000 | 132,974 | 133,474 | 100.00% | 100.00% |
08/12/2015 | 0.38% | 2.78 | 2.79 | 50,000 | 50,000 | 50,000 | 50,000 | 132,803 | 133,303 | 99.56% | 99.56% |
07/12/2015 | 0.43% | 2.33 | 2.34 | 50,000 | 50,000 | 50,000 | 50,000 | 114,784 | 115,284 | 100.00% | 100.00% |
04/12/2015 | 0.46% | 2.28 | 2.29 | 50,000 | 50,000 | 50,000 | 50,000 | 109,551 | 110,051 | 100.00% | 100.00% |
03/12/2015 | 0.48% | 2.15 | 2.16 | 50,000 | 50,000 | 50,000 | 50,000 | 104,661 | 105,161 | 100.00% | 100.00% |