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 | 8.62% | 0.15 | 0.17 | 150,000 | 150,000 | 150,000 | 150,000 | 35,021 | 38,021 | 98.77% | 98.77% |
11/12/2019 | 6.43% | 0.27 | 0.29 | 150,000 | 150,000 | 150,000 | 150,000 | 45,587 | 48,587 | 100.00% | 100.00% |
10/12/2019 | 5.58% | 0.36 | 0.38 | 150,000 | 150,000 | 135,729 | 135,729 | 62,745 | 65,650 | 98.25% | 98.25% |
09/12/2019 | 7.10% | 0.31 | 0.33 | 150,000 | 150,000 | 150,000 | 150,000 | 40,840 | 43,840 | 100.00% | 100.00% |
06/12/2019 | 6.61% | 0.26 | 0.28 | 150,000 | 150,000 | 146,121 | 146,121 | 46,891 | 49,867 | 98.30% | 98.30% |
05/12/2019 | 6.85% | 0.34 | 0.36 | 150,000 | 150,000 | 148,150 | 148,150 | 43,685 | 46,672 | 99.87% | 99.87% |
04/12/2019 | 6.45% | 0.29 | 0.31 | 100,000 | 100,000 | 99,477 | 99,477 | 30,553 | 32,550 | 99.85% | 99.85% |
03/12/2019 | 4.64% | 0.44 | 0.46 | 100,000 | 100,000 | 100,000 | 100,000 | 42,410 | 44,409 | 100.00% | 100.00% |
02/12/2019 | 13.38% | 0.46 | 0.52 | 25,000 | 25,000 | 88,543 | 88,543 | 16,567 | 18,490 | 99.43% | 99.43% |