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 | - | 4.91 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.54% |
23/12/2019 | - | 4.97 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.39% |
20/12/2019 | - | 4.95 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.63% |
19/12/2019 | - | 4.87 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.60% |
18/12/2019 | - | 4.87 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.49% |
17/12/2019 | 0.51% | 4.87 | 4.98 | 100,000 | 25,000 | 21,215 | 21,215 | 105,193 | 105,708 | 68.07% | 97.90% |
16/12/2019 | 0.42% | 5.08 | 5.09 | 100,000 | 100,000 | 38,463 | 38,463 | 192,924 | 193,522 | 99.59% | 99.59% |
13/12/2019 | 0.41% | 4.92 | 4.93 | 100,000 | 100,000 | 38,529 | 38,529 | 193,228 | 193,826 | 99.01% | 99.01% |
12/12/2019 | 0.43% | 4.95 | 4.96 | 100,000 | 100,000 | 38,486 | 38,486 | 187,439 | 188,037 | 98.86% | 98.86% |