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 | - | - |
20/12/2019 | 7,15% | 0,27 | 0,29 | 200 000 | 200 000 | 199 985 | 200 000 | 54 029 | 58 039 | 100,00% | 100,00% |
19/12/2019 | 7,29% | 0,27 | 0,29 | 200 000 | 200 000 | 200 000 | 200 000 | 52 903 | 56 903 | 100,00% | 100,00% |
18/12/2019 | 6,71% | 0,29 | 0,31 | 200 000 | 200 000 | 200 000 | 200 000 | 57 608 | 61 608 | 99,79% | 99,79% |
17/12/2019 | 6,97% | 0,28 | 0,30 | 200 000 | 200 000 | 200 000 | 200 000 | 55 445 | 59 445 | 95,62% | 95,62% |
16/12/2019 | 7,11% | 0,29 | 0,31 | 200 000 | 200 000 | 200 000 | 200 000 | 54 286 | 58 286 | 93,44% | 93,44% |
13/12/2019 | 7,63% | 0,24 | 0,26 | 210 000 | 200 000 | 202 854 | 200 000 | 51 196 | 54 524 | 87,27% | 87,27% |
12/12/2019 | 10,27% | 0,23 | 0,25 | 220 000 | 200 000 | 274 528 | 200 000 | 50 665 | 41 240 | 98,51% | 98,51% |
11/12/2019 | 10,05% | 0,18 | 0,20 | 280 000 | 200 000 | 270 478 | 200 000 | 51 142 | 41 830 | 100,00% | 100,00% |
10/12/2019 | 10,14% | 0,19 | 0,21 | 270 000 | 200 000 | 270 725 | 200 000 | 50 702 | 41 542 | 99,42% | 99,42% |