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 | - | - |
12/12/2019 | 1.23% | 0.64 | 0.65 | 750,000 | 750,000 | 749,991 | 749,947 | 613,547 | 621,013 | 92.78% | 92.78% |
11/12/2019 | 1.05% | 0.88 | 0.89 | 750,000 | 750,000 | 750,000 | 750,000 | 712,400 | 719,900 | 98.12% | 98.12% |
10/12/2019 | 0.81% | 1.07 | 1.08 | 750,000 | 750,000 | 749,978 | 749,964 | 934,992 | 942,473 | 97.53% | 97.53% |
09/12/2019 | 1.12% | 0.96 | 0.97 | 750,000 | 750,000 | 749,929 | 749,958 | 664,657 | 672,183 | 99.48% | 99.48% |
06/12/2019 | 1.02% | 0.86 | 0.87 | 750,000 | 750,000 | 749,981 | 750,000 | 736,551 | 744,071 | 99.02% | 99.02% |
05/12/2019 | 1.07% | 1.03 | 1.04 | 750,000 | 750,000 | 750,000 | 749,991 | 701,028 | 708,520 | 94.16% | 94.16% |
04/12/2019 | 1.04% | 0.92 | 0.93 | 750,000 | 750,000 | 749,992 | 750,000 | 719,747 | 727,254 | 97.06% | 97.06% |
03/12/2019 | 0.84% | 1.22 | 1.23 | 750,000 | 750,000 | 749,655 | 749,779 | 888,084 | 895,728 | 90.84% | 90.84% |
02/12/2019 | 1.42% | 1.30 | 1.31 | 750,000 | 750,000 | 749,854 | 749,675 | 571,705 | 579,144 | 95.46% | 95.46% |