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 | 0.37% | 2.85 | 2.86 | 500,000 | 500,000 | 500,000 | 500,000 | 1,366,940 | 1,371,940 | 90.61% | 90.61% |
19/12/2019 | 0.39% | 2.62 | 2.63 | 510,000 | 510,000 | 510,000 | 510,000 | 1,319,900 | 1,325,000 | 98.78% | 98.78% |
18/12/2019 | 0.36% | 2.69 | 2.70 | 500,000 | 500,000 | 500,000 | 500,000 | 1,379,610 | 1,384,610 | 95.07% | 95.07% |
17/12/2019 | 0.34% | 2.85 | 2.86 | 510,000 | 510,000 | 510,000 | 510,000 | 1,486,600 | 1,491,700 | 99.39% | 99.39% |
16/12/2019 | 0.33% | 3.12 | 3.13 | 510,000 | 510,000 | 510,000 | 510,000 | 1,547,140 | 1,552,240 | 99.56% | 99.56% |
13/12/2019 | 0.33% | 2.86 | 2.87 | 510,000 | 510,000 | 510,000 | 510,000 | 1,535,750 | 1,540,850 | 91.85% | 91.85% |
12/12/2019 | 0.38% | 2.78 | 2.79 | 510,000 | 510,000 | 510,000 | 510,000 | 1,324,170 | 1,329,270 | 90.61% | 90.61% |
11/12/2019 | 0.41% | 2.54 | 2.55 | 520,000 | 520,000 | 520,000 | 520,000 | 1,280,480 | 1,285,680 | 98.31% | 98.31% |
10/12/2019 | 0.46% | 2.34 | 2.35 | 520,000 | 520,000 | 520,000 | 520,000 | 1,127,500 | 1,132,700 | 97.57% | 97.57% |