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 | 0.67% | 1.90 | 1.92 | 100,000 | 100,000 | 99,804 | 99,759 | 182,989 | 184,131 | 99.24% | 99.26% |
14/12/2016 | 0.57% | 1.76 | 1.76 | 100,000 | 100,000 | 100,000 | 100,010 | 175,618 | 176,636 | 70.23% | 70.23% |
13/12/2016 | 0.58% | 1.80 | 1.81 | 100,000 | 100,000 | 100,004 | 100,000 | 172,211 | 173,204 | 99.17% | 99.39% |
12/12/2016 | 0.61% | 1.58 | 1.59 | 100,000 | 100,000 | 100,027 | 100,003 | 163,769 | 164,731 | 98.55% | 98.78% |
09/12/2016 | 0.64% | 1.69 | 1.70 | 100,000 | 100,000 | 99,975 | 100,011 | 156,128 | 157,185 | 99.23% | 99.90% |
08/12/2016 | 0.79% | 1.38 | 1.39 | 100,000 | 100,000 | 99,781 | 99,922 | 133,880 | 135,138 | 98.05% | 98.45% |
07/12/2016 | 0.73% | 1.32 | 1.33 | 100,000 | 100,000 | 100,004 | 100,002 | 136,242 | 137,239 | 99.04% | 99.35% |
06/12/2016 | 0.79% | 1.30 | 1.31 | 100,000 | 100,000 | 100,004 | 100,007 | 126,428 | 127,431 | 98.66% | 99.71% |