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 | 0.96% | 99.10 | 100.10 | 100,000 | 100,000 | 68,326 | 68,326 | 67,737 | 68,394 | 100.00% | 100.00% |
19/12/2019 | 1.04% | 99.15 | 100.10 | 100,000 | 100,000 | 68,497 | 68,497 | 67,915 | 68,622 | 97.99% | 97.99% |
18/12/2019 | 1.01% | 99.15 | 100.20 | 100,000 | 100,000 | 68,354 | 68,354 | 67,800 | 68,491 | 99.53% | 99.53% |
17/12/2019 | 1.00% | 99.20 | 100.20 | 100,000 | 100,000 | 68,708 | 68,708 | 68,158 | 68,845 | 95.59% | 95.59% |
16/12/2019 | 1.02% | 99.20 | 100.20 | 100,000 | 100,000 | 100,000 | 100,000 | 99,213 | 100,226 | 20.81% | 20.81% |
13/12/2019 | 1.01% | 99.25 | 100.30 | 100,000 | 100,000 | 68,743 | 68,743 | 68,253 | 68,949 | 94.91% | 94.91% |
12/12/2019 | 1.00% | 99.30 | 100.30 | 100,000 | 100,000 | 68,309 | 68,309 | 67,831 | 68,514 | 100.00% | 100.00% |
11/12/2019 | 0.96% | 99.30 | 100.30 | 100,000 | 100,000 | 68,320 | 68,320 | 67,868 | 68,525 | 100.00% | 100.00% |
10/12/2019 | 1.04% | 99.35 | 100.30 | 100,000 | 100,000 | 68,321 | 68,321 | 67,877 | 68,578 | 100.00% | 100.00% |