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 | - | - |
15/12/2017 | 1.17% | 2.57 | 2.60 | 100,000 | 100,000 | 100,000 | 100,000 | 254,332 | 257,332 | 99.87% | 99.87% |
14/12/2017 | 1.16% | 2.59 | 2.62 | 100,000 | 100,000 | 100,000 | 100,000 | 257,578 | 260,578 | 100.00% | 100.00% |
13/12/2017 | 1.12% | 2.64 | 2.67 | 100,000 | 100,000 | 100,000 | 100,000 | 266,133 | 269,133 | 100.00% | 100.00% |
12/12/2017 | 1.13% | 2.65 | 2.68 | 100,000 | 100,000 | 100,000 | 100,000 | 263,061 | 266,061 | 100.00% | 100.00% |
11/12/2017 | 1.12% | 2.62 | 2.65 | 100,000 | 100,000 | 100,000 | 100,000 | 265,222 | 268,222 | 100.00% | 100.00% |
08/12/2017 | 1.11% | 2.68 | 2.71 | 100,000 | 100,000 | 100,000 | 100,000 | 269,584 | 272,584 | 94.65% | 94.65% |
07/12/2017 | 1.18% | 2.55 | 2.58 | 100,000 | 100,000 | 100,000 | 100,000 | 253,813 | 256,813 | 100.00% | 100.00% |
06/12/2017 | 1.22% | 2.50 | 2.53 | 100,000 | 100,000 | 100,000 | 100,000 | 243,855 | 246,855 | 93.05% | 93.05% |
05/12/2017 | 1.18% | 2.58 | 2.61 | 100,000 | 100,000 | 100,000 | 100,000 | 253,212 | 256,212 | 100.00% | 100.00% |