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 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/12/2016 | 66.67% | 0.01 | 0.02 | 660,000 | 750,000 | 743,538 | 743,955 | 7,435 | 14,879 | 1.17% | 96.08% |
12/12/2016 | 66.67% | 0.01 | 0.01 | 100,000 | 100,000 | 131,813 | 131,813 | 1,318 | 2,636 | 0.12% | 99.13% |
09/12/2016 | 66.67% | 0.01 | 0.02 | 750,000 | 750,000 | 747,686 | 747,686 | 7,477 | 14,954 | 9.07% | 100.00% |
08/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 98.33% |
07/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
06/12/2016 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |