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 | - | - |
03/01/2019 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/12/2018 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/12/2018 | 6.82% | 0.06 | 0.22 | 750,000 | 750,000 | 749,997 | 749,993 | 251,665 | 262,850 | 76.47% | 76.47% |
21/12/2018 | 1.60% | 0.63 | 0.64 | 750,000 | 750,000 | 749,883 | 749,885 | 468,560 | 476,061 | 94.71% | 94.71% |
20/12/2018 | 1.29% | 0.73 | 0.74 | 750,000 | 750,000 | 750,000 | 750,000 | 580,842 | 588,342 | 96.60% | 96.60% |
19/12/2018 | 0.90% | 1.04 | 1.05 | 750,000 | 750,000 | 750,000 | 750,000 | 828,313 | 835,813 | 98.93% | 98.93% |
18/12/2018 | 0.90% | 1.02 | 1.03 | 750,000 | 750,000 | 749,225 | 749,823 | 829,674 | 837,842 | 99.36% | 99.36% |
17/12/2018 | 0.89% | 1.10 | 1.11 | 750,000 | 750,000 | 749,511 | 749,410 | 845,705 | 853,090 | 99.02% | 99.02% |
14/12/2018 | 0.85% | 1.27 | 1.28 | 750,000 | 750,000 | 749,995 | 749,999 | 880,933 | 888,438 | 93.77% | 93.77% |