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 | - | - |
08/12/2016 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
07/12/2016 | - | 0.01 | 0.06 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
06/12/2016 | 2.99% | 0.21 | 0.22 | 500,000 | 500,000 | 499,938 | 499,489 | 168,508 | 173,310 | 98.46% | 98.48% |
05/12/2016 | 2.37% | 0.38 | 0.39 | 500,000 | 500,000 | 499,319 | 499,926 | 210,527 | 215,764 | 96.23% | 96.23% |
02/12/2016 | 1.95% | 0.77 | 0.81 | 500,000 | 100,000 | 499,948 | 411,034 | 462,252 | 395,320 | 99.39% | 99.39% |
01/12/2016 | 1.43% | 0.80 | 0.81 | 500,000 | 500,000 | 499,941 | 499,703 | 349,337 | 354,166 | 99.13% | 99.13% |
30/11/2016 | 1.93% | 0.48 | 0.49 | 489,000 | 500,000 | 499,980 | 499,981 | 256,608 | 261,608 | 99.46% | 99.46% |
29/11/2016 | 1.56% | 0.62 | 0.63 | 500,000 | 500,000 | 499,913 | 499,226 | 318,414 | 322,965 | 99.01% | 99.01% |
28/11/2016 | 1.70% | 0.68 | 0.69 | 500,000 | 500,000 | 499,910 | 499,928 | 292,661 | 297,669 | 99.85% | 99.85% |