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 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2016 | - | - | 0.01 | 0 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 78.65% |
14/12/2016 | - | - | 0.01 | 0 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/12/2016 | - | - | 0.01 | 0 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 98.64% |
12/12/2016 | - | - | 0.01 | 0 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 86.23% |
09/12/2016 | - | - | 0.01 | 0 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08/12/2016 | - | - | 0.01 | 0 | 25,000 | 0 | 0 | 0 | 0 | 0.00% | 99.38% |
07/12/2016 | 66.67% | 0.01 | 0.01 | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 | 500 | 2.31% | 100.00% |
06/12/2016 | 47.67% | 0.01 | 0.03 | 500,000 | 25,000 | 500,000 | 25,000 | 12,989 | 1,038 | 99.60% | 99.60% |