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 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 952,557 | 433,167 | 9,526 | 8,663 | 99.97% | 99.97% |
14/12/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 400,000 | 999,826 | 453,916 | 9,998 | 9,078 | 92.43% | 99.99% |
13/12/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 499,858 | 10,000 | 9,997 | 95.78% | 100.00% |
12/12/2017 | 66.67% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 494,902 | 10,000 | 9,898 | 99.88% | 99.88% |
11/12/2017 | 65.44% | 0.01 | 0.02 | 1,000,000 | 400,000 | 999,918 | 456,536 | 10,459 | 9,314 | 100.00% | 100.00% |
08/12/2017 | 60.56% | 0.01 | 0.02 | 1,000,000 | 500,000 | 999,202 | 428,411 | 12,273 | 9,476 | 99.99% | 99.99% |
07/12/2017 | 44.92% | 0.02 | 0.03 | 1,000,000 | 400,000 | 1,000,000 | 406,349 | 18,154 | 11,389 | 99.85% | 99.85% |
06/12/2017 | 34.90% | 0.02 | 0.03 | 1,000,000 | 400,000 | 913,899 | 322,618 | 22,163 | 10,973 | 99.99% | 99.99% |
05/12/2017 | 28.77% | 0.03 | 0.04 | 900,000 | 300,000 | 823,614 | 274,538 | 24,572 | 10,936 | 99.99% | 99.99% |