| 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 | 0.79% | 1.37 | 1.38 | 525,000 | 525,000 | 525,000 | 525,000 | 662,484 | 667,734 | 99.87% | 99.87% |
| 15/12/2016 | 0.89% | 1.24 | 1.25 | 525,000 | 525,000 | 525,000 | 525,000 | 584,715 | 589,965 | 98.23% | 98.23% |
| 14/12/2016 | 0.98% | 0.98 | 0.99 | 525,000 | 525,000 | 525,000 | 525,000 | 533,054 | 538,304 | 98.84% | 98.84% |
| 13/12/2016 | 0.97% | 1.04 | 1.05 | 550,000 | 550,000 | 550,000 | 550,000 | 565,838 | 571,338 | 99.67% | 99.67% |
| 12/12/2016 | 1.19% | 0.87 | 0.88 | 550,000 | 550,000 | 550,000 | 550,000 | 460,478 | 465,978 | 93.10% | 93.10% |
| 09/12/2016 | 1.17% | 0.94 | 0.95 | 550,000 | 550,000 | 550,000 | 550,000 | 470,069 | 475,569 | 96.52% | 96.52% |
| 08/12/2016 | 1.70% | 0.87 | 0.88 | 675,000 | 675,000 | 675,000 | 675,000 | 433,826 | 441,099 | 79.42% | 79.42% |
| 07/12/2016 | 2.39% | 0.48 | 0.49 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 414,703 | 424,703 | 96.63% | 96.63% |
| 06/12/2016 | 6.46% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 151,568 | 161,568 | 97.64% | 97.64% |