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 | - | - |
27/12/2019 | - | 4.88 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
23/12/2019 | - | 4.94 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.25% |
20/12/2019 | - | 4.93 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.66% |
19/12/2019 | - | 4.84 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.27% |
18/12/2019 | - | 4.84 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.54% |
17/12/2019 | 0.51% | 4.84 | 4.96 | 100,000 | 25,000 | 21,218 | 21,218 | 104,649 | 105,164 | 67.66% | 97.62% |
16/12/2019 | 0.42% | 5.05 | 5.06 | 100,000 | 100,000 | 38,482 | 38,482 | 191,974 | 192,572 | 99.61% | 99.61% |
13/12/2019 | 0.41% | 4.89 | 4.90 | 100,000 | 100,000 | 38,670 | 38,670 | 192,844 | 193,444 | 98.37% | 98.37% |
12/12/2019 | 0.43% | 4.93 | 4.94 | 100,000 | 100,000 | 38,645 | 38,645 | 187,183 | 187,781 | 98.44% | 98.44% |