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 | - | - |
21/12/2018 | - | - | 0.01 | 0 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 99.71% |
20/12/2018 | 66.67% | 0.01 | 0.01 | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 | 2,000 | 45.67% | 84.92% |
19/12/2018 | 43.16% | 0.02 | 0.03 | 500,000 | 100,000 | 500,000 | 100,000 | 10,189 | 3,038 | 89.55% | 89.59% |
18/12/2018 | 61.98% | 0.01 | 0.02 | 500,000 | 100,000 | 500,000 | 100,000 | 5,912 | 2,182 | 89.31% | 89.31% |
17/12/2018 | 30.38% | 0.02 | 0.03 | 500,000 | 100,000 | 500,000 | 100,000 | 14,345 | 3,869 | 97.93% | 97.93% |
14/12/2018 | 29.66% | 0.03 | 0.04 | 500,000 | 100,000 | 500,000 | 100,000 | 15,097 | 4,019 | 93.28% | 93.28% |
13/12/2018 | 18.38% | 0.04 | 0.05 | 500,000 | 100,000 | 500,000 | 100,000 | 25,557 | 6,111 | 98.86% | 98.86% |
12/12/2018 | 13.74% | 0.07 | 0.08 | 500,000 | 100,000 | 500,000 | 100,000 | 34,016 | 7,803 | 83.64% | 83.64% |
11/12/2018 | 17.52% | 0.05 | 0.06 | 500,000 | 100,000 | 500,000 | 100,000 | 26,923 | 6,385 | 90.67% | 90.67% |