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 | 2.30% | 1.01 | 1.03 | 300,000 | 300,000 | 299,999 | 300,000 | 300,978 | 307,992 | 94.45% | 94.45% |
19/12/2019 | 2.49% | 0.93 | 0.96 | 300,000 | 300,000 | 300,000 | 300,000 | 272,217 | 279,074 | 100.00% | 100.00% |
18/12/2019 | 2.52% | 0.89 | 0.91 | 300,000 | 300,000 | 300,000 | 300,000 | 270,295 | 277,187 | 99.68% | 99.68% |
17/12/2019 | 2.71% | 0.87 | 0.89 | 300,000 | 300,000 | 300,000 | 300,000 | 258,313 | 265,400 | 100.00% | 100.00% |
16/12/2019 | 2.48% | 0.89 | 0.92 | 300,000 | 300,000 | 300,000 | 300,000 | 262,295 | 268,877 | 92.48% | 92.48% |
13/12/2019 | 2.59% | 0.82 | 0.84 | 300,000 | 300,000 | 300,000 | 300,000 | 252,711 | 259,333 | 94.73% | 94.73% |
12/12/2019 | 2.57% | 0.86 | 0.88 | 300,000 | 300,000 | 300,000 | 300,000 | 250,274 | 256,778 | 84.44% | 84.44% |
11/12/2019 | 2.62% | 0.86 | 0.88 | 300,000 | 300,000 | 300,000 | 300,000 | 252,618 | 259,321 | 46.32% | 46.32% |
10/12/2019 | 2.58% | 0.84 | 0.86 | 300,000 | 300,000 | 300,000 | 300,000 | 247,890 | 254,377 | 48.95% | 48.95% |