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 | - | 4.20 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.54% |
23/12/2019 | - | 4.26 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.21% |
20/12/2019 | - | 4.25 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
19/12/2019 | - | 4.16 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.25% |
18/12/2019 | - | 4.16 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.56% |
17/12/2019 | 0.59% | 4.16 | 4.28 | 100,000 | 25,000 | 21,219 | 21,219 | 90,206 | 90,721 | 67.85% | 97.66% |
16/12/2019 | 0.49% | 4.37 | 4.38 | 100,000 | 100,000 | 38,460 | 38,460 | 165,644 | 166,242 | 99.59% | 99.59% |
13/12/2019 | 0.47% | 4.21 | 4.22 | 100,000 | 100,000 | 38,574 | 38,574 | 166,099 | 166,697 | 98.76% | 98.76% |
12/12/2019 | 0.50% | 4.24 | 4.25 | 100,000 | 100,000 | 38,577 | 38,577 | 160,560 | 161,158 | 98.33% | 98.33% |