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 | 18.97% | 0.02 | 0.03 | 250,000 | 250,000 | 250,000 | 250,000 | 12,658 | 15,158 | 71.44% | 71.44% |
30/12/2016 | 7.61% | 0.11 | 0.12 | 250,000 | 250,000 | 250,000 | 250,000 | 31,777 | 34,277 | 99.51% | 99.51% |
29/12/2016 | 8.41% | 0.13 | 0.14 | 250,000 | 250,000 | 250,000 | 250,000 | 28,541 | 31,041 | 99.11% | 99.11% |
28/12/2016 | 10.77% | 0.08 | 0.09 | 250,000 | 250,000 | 250,000 | 250,000 | 22,008 | 24,508 | 99.34% | 99.34% |
27/12/2016 | 12.66% | 0.08 | 0.09 | 250,000 | 250,000 | 250,000 | 250,000 | 18,571 | 21,071 | 99.55% | 99.55% |
23/12/2016 | 17.58% | 0.07 | 0.08 | 250,000 | 250,000 | 250,000 | 250,000 | 13,966 | 16,466 | 100.00% | 100.00% |
22/12/2016 | 19.87% | 0.05 | 0.06 | 250,000 | 250,000 | 250,000 | 250,000 | 11,532 | 14,032 | 99.37% | 99.37% |
21/12/2016 | 13.33% | 0.07 | 0.08 | 250,000 | 250,000 | 250,000 | 250,000 | 17,628 | 20,128 | 100.00% | 100.00% |
20/12/2016 | 14.31% | 0.06 | 0.07 | 250,000 | 250,000 | 250,000 | 250,000 | 16,330 | 18,830 | 100.00% | 100.00% |