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 | 1.21% | 0.83 | 0.84 | 225,000 | 225,000 | 225,000 | 225,000 | 184,987 | 187,237 | 100.00% | 100.00% |
19/12/2019 | 1.38% | 0.75 | 0.76 | 225,000 | 225,000 | 225,000 | 225,000 | 162,401 | 164,651 | 100.00% | 100.00% |
18/12/2019 | 1.39% | 0.70 | 0.71 | 225,000 | 225,000 | 225,000 | 225,000 | 161,022 | 163,272 | 100.00% | 100.00% |
17/12/2019 | 1.47% | 0.69 | 0.70 | 225,000 | 225,000 | 225,000 | 225,000 | 152,029 | 154,279 | 100.00% | 100.00% |
16/12/2019 | 1.44% | 0.71 | 0.72 | 225,000 | 225,000 | 224,978 | 225,000 | 154,944 | 157,210 | 100.00% | 100.00% |
13/12/2019 | 1.51% | 0.64 | 0.65 | 225,000 | 225,000 | 225,000 | 224,979 | 147,896 | 150,132 | 99.93% | 99.93% |
12/12/2019 | 1.52% | 0.67 | 0.68 | 225,000 | 225,000 | 224,979 | 225,000 | 146,601 | 148,865 | 100.00% | 100.00% |
11/12/2019 | 1.52% | 0.68 | 0.69 | 225,000 | 225,000 | 225,000 | 225,000 | 147,418 | 149,668 | 100.00% | 100.00% |
10/12/2019 | 1.54% | 0.65 | 0.66 | 225,000 | 225,000 | 225,000 | 225,000 | 144,951 | 147,201 | 99.28% | 99.28% |