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 | - | - |
08/12/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
07/12/2016 | - | 0.17 | 0.19 | 13,000 | 13,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/12/2016 | 3.98% | 0.21 | 0.22 | 250,000 | 250,000 | 250,000 | 250,000 | 62,176 | 64,676 | 99.75% | 99.75% |
05/12/2016 | 2.94% | 0.31 | 0.32 | 250,000 | 250,000 | 250,000 | 250,000 | 83,790 | 86,290 | 100.00% | 100.00% |
02/12/2016 | 2.58% | 0.38 | 0.39 | 250,000 | 250,000 | 250,000 | 250,000 | 95,640 | 98,140 | 99.73% | 99.73% |
01/12/2016 | 2.98% | 0.31 | 0.32 | 250,000 | 250,000 | 250,000 | 250,000 | 82,800 | 85,300 | 98.07% | 98.07% |
30/11/2016 | 2.74% | 0.32 | 0.33 | 250,000 | 250,000 | 250,000 | 250,000 | 90,024 | 92,524 | 99.78% | 99.78% |
29/11/2016 | 2.59% | 0.38 | 0.39 | 250,000 | 250,000 | 250,000 | 250,000 | 95,508 | 98,008 | 100.00% | 100.00% |
28/11/2016 | 2.55% | 0.41 | 0.42 | 250,000 | 250,000 | 250,000 | 250,000 | 96,938 | 99,438 | 100.00% | 100.00% |