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 | 4.62% | 0.06 | 0.07 | 250,000 | 250,000 | 250,000 | 250,000 | 56,812 | 59,312 | 34.61% | 34.61% |
14/12/2016 | 2.09% | 0.50 | 0.51 | 250,000 | 250,000 | 250,000 | 250,000 | 118,624 | 121,124 | 99.77% | 99.77% |
13/12/2016 | 2.22% | 0.41 | 0.42 | 250,000 | 250,000 | 250,000 | 250,000 | 112,176 | 114,676 | 99.90% | 99.90% |
12/12/2016 | 2.41% | 0.48 | 0.49 | 250,000 | 250,000 | 250,000 | 250,000 | 103,956 | 106,456 | 99.84% | 99.84% |
09/12/2016 | 2.21% | 0.42 | 0.43 | 250,000 | 250,000 | 249,196 | 249,957 | 112,075 | 114,941 | 99.83% | 99.83% |
08/12/2016 | 2.08% | 0.46 | 0.47 | 250,000 | 250,000 | 250,000 | 249,945 | 119,203 | 121,676 | 99.51% | 99.51% |
07/12/2016 | 2.57% | 0.51 | 0.52 | 250,000 | 250,000 | 250,000 | 250,000 | 98,429 | 100,929 | 100.00% | 100.00% |
06/12/2016 | 2.73% | 0.37 | 0.38 | 250,000 | 250,000 | 250,000 | 250,000 | 90,435 | 92,935 | 99.52% | 99.52% |