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 | - | - |
17/12/2015 | 31,72% | 0,01 | 0,02 | 500 000 | 300 000 | 500 000 | 300 000 | 18 842 | 14 549 | 44,90% | 63,39% |
16/12/2015 | 39,31% | 0,02 | 0,03 | 500 000 | 300 000 | 500 000 | 300 000 | 12 074 | 10 612 | 99,33% | 99,33% |
15/12/2015 | 62,54% | 0,02 | 0,03 | 500 000 | 300 000 | 500 000 | 300 000 | 5 894 | 6 594 | 97,10% | 99,47% |
14/12/2015 | 56,36% | 0,01 | 0,02 | 500 000 | 300 000 | 500 000 | 300 000 | 7 433 | 7 673 | 97,02% | 97,82% |
11/12/2015 | 29,12% | 0,02 | 0,04 | 500 000 | 300 000 | 500 000 | 300 000 | 17 961 | 14 134 | 98,93% | 98,93% |
10/12/2015 | 16,75% | 0,07 | 0,08 | 500 000 | 300 000 | 500 000 | 300 000 | 30 661 | 21 715 | 95,97% | 95,97% |
09/12/2015 | 11,74% | 0,09 | 0,10 | 500 000 | 300 000 | 490 384 | 300 000 | 44 360 | 30 718 | 97,61% | 97,61% |
08/12/2015 | 7,12% | 0,13 | 0,15 | 390 000 | 300 000 | 353 676 | 300 000 | 52 890 | 49 259 | 78,67% | 78,67% |
07/12/2015 | 3,33% | 0,26 | 0,27 | 300 000 | 300 000 | 300 000 | 300 000 | 100 585 | 103 931 | 98,33% | 98,33% |