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 | - | 10,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.14% |
15/12/2016 | 133.33% | 0.01 | 0.05 | 20,000 | 20,000 | 12,563 | 12,563 | 126 | 628 | 81.64% | 81.64% |
14/12/2016 | 4.00% | 0.22 | 0.23 | 230,000 | 20,000 | 206,534 | 12,100 | 50,632 | 3,167 | 99.13% | 99.13% |
13/12/2016 | 8.24% | 0.21 | 0.22 | 240,000 | 20,000 | 433,760 | 12,166 | 50,427 | 1,660 | 99.99% | 99.99% |
12/12/2016 | 5.53% | 0.12 | 0.13 | 420,000 | 20,000 | 288,856 | 12,165 | 50,725 | 2,232 | 99.98% | 99.98% |
09/12/2016 | 2.74% | 0.29 | 0.30 | 180,000 | 20,000 | 144,614 | 12,165 | 51,992 | 4,461 | 99.99% | 99.99% |
08/12/2016 | 2.30% | 0.37 | 0.38 | 140,000 | 20,000 | 122,092 | 12,410 | 52,468 | 5,403 | 87.45% | 87.45% |
07/12/2016 | 2.65% | 0.50 | 0.51 | 100,000 | 20,000 | 140,090 | 12,290 | 52,152 | 4,964 | 94.62% | 94.62% |
06/12/2016 | 2.16% | 0.42 | 0.43 | 120,000 | 20,000 | 114,361 | 12,167 | 52,429 | 5,733 | 99.99% | 99.99% |