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 | 2.81% | 0.35 | 0.36 | 150,000 | 150,000 | 150,103 | 150,104 | 52,777 | 54,279 | 100.00% | 100.00% |
19/12/2019 | 3.07% | 0.32 | 0.33 | 175,000 | 175,000 | 173,166 | 173,173 | 55,495 | 57,229 | 99.77% | 99.77% |
18/12/2019 | 2.95% | 0.32 | 0.33 | 175,000 | 175,000 | 162,358 | 162,473 | 54,167 | 55,829 | 99.79% | 100.00% |
17/12/2019 | 3.23% | 0.30 | 0.31 | 175,000 | 175,000 | 175,000 | 175,000 | 53,403 | 55,153 | 99.78% | 100.00% |
16/12/2019 | 3.33% | 0.31 | 0.32 | 175,000 | 175,000 | 179,381 | 179,484 | 52,941 | 54,768 | 99.63% | 100.00% |
13/12/2019 | 3.65% | 0.25 | 0.26 | 200,000 | 200,000 | 198,917 | 198,917 | 53,575 | 55,564 | 99.05% | 99.77% |
12/12/2019 | 4.70% | 0.23 | 0.24 | 225,000 | 225,000 | 244,932 | 245,369 | 50,928 | 53,489 | 99.76% | 99.85% |
11/12/2019 | 5.08% | 0.20 | 0.21 | 250,000 | 250,000 | 267,731 | 267,731 | 51,281 | 53,959 | 100.00% | 100.00% |
10/12/2019 | 5.69% | 0.18 | 0.19 | 300,000 | 300,000 | 305,845 | 305,844 | 52,268 | 55,326 | 99.23% | 99.23% |