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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
15/12/2016 | 1.32% | 1.08 | 1.10 | 100,000 | 100,000 | 99,491 | 99,626 | 114,527 | 116,197 | 41.77% | 42.36% |
14/12/2016 | 0.81% | 1.24 | 1.24 | 100,000 | 100,000 | 99,686 | 99,717 | 123,034 | 124,068 | 70.23% | 70.23% |
13/12/2016 | 0.79% | 1.19 | 1.20 | 100,000 | 100,000 | 100,005 | 100,039 | 126,795 | 127,843 | 98.55% | 99.05% |
12/12/2016 | 0.74% | 1.41 | 1.42 | 100,000 | 100,000 | 99,377 | 99,520 | 134,463 | 135,654 | 98.32% | 98.78% |
09/12/2016 | 0.68% | 1.40 | 1.41 | 5,000 | 100,000 | 100,054 | 100,048 | 147,270 | 148,261 | 67.75% | 68.90% |
08/12/2016 | 0.64% | 1.61 | 1.62 | 100,000 | 100,000 | 99,932 | 99,948 | 164,736 | 165,820 | 98.38% | 98.67% |
07/12/2016 | 0.61% | 1.67 | 1.68 | 100,000 | 100,000 | 100,042 | 100,033 | 162,884 | 163,870 | 97.74% | 99.07% |
06/12/2016 | 0.58% | 1.69 | 1.70 | 100,000 | 100,000 | 100,037 | 100,016 | 172,653 | 173,615 | 98.68% | 99.24% |