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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
15/12/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 97.93% |
14/12/2016 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.67% |
13/12/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 1.88% | 99.62% |
12/12/2016 | 56.69% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,741 | 23,741 | 99.61% | 99.61% |
09/12/2016 | 55.97% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 14,012 | 24,012 | 99.48% | 99.48% |
08/12/2016 | 28.12% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 999,999 | 36,119 | 46,894 | 90.81% | 90.81% |
07/12/2016 | 18.79% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 999,997 | 48,850 | 58,849 | 99.13% | 99.13% |
06/12/2016 | 6.16% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 999,999 | 999,999 | 159,622 | 169,622 | 98.67% | 98.67% |