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 | 4.18% | 0.52 | 0.55 | 100,000 | 50,000 | 100,000 | 50,000 | 52,034 | 27,127 | 100.00% | 100.00% |
15/12/2016 | 4.00% | 0.53 | 0.55 | 100,000 | 50,000 | 98,940 | 50,000 | 52,988 | 27,883 | 86.42% | 86.42% |
14/12/2016 | 3.72% | 0.57 | 0.60 | 90,000 | 50,000 | 90,000 | 50,000 | 52,694 | 30,384 | 100.00% | 100.00% |
13/12/2016 | 3.79% | 0.59 | 0.61 | 90,000 | 50,000 | 90,000 | 50,000 | 52,276 | 30,163 | 100.00% | 100.00% |
12/12/2016 | 3.73% | 0.57 | 0.59 | 90,000 | 50,000 | 90,000 | 50,000 | 53,028 | 30,579 | 86.40% | 86.40% |
09/12/2016 | 3.49% | 0.63 | 0.65 | 80,000 | 50,000 | 89,429 | 50,000 | 54,574 | 31,606 | 100.00% | 100.00% |
08/12/2016 | 3.39% | 0.65 | 0.67 | 80,000 | 50,000 | 81,042 | 50,000 | 51,997 | 33,200 | 99.42% | 99.42% |
07/12/2016 | 3.30% | 0.64 | 0.66 | 80,000 | 50,000 | 80,956 | 50,000 | 52,650 | 33,629 | 100.00% | 100.00% |
06/12/2016 | 3.69% | 0.57 | 0.59 | 90,000 | 50,000 | 95,835 | 50,000 | 53,130 | 28,777 | 100.00% | 100.00% |