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 | 7.16% | 0.26 | 0.28 | 200,000 | 50,000 | 190,493 | 50,000 | 51,346 | 14,570 | 100.00% | 100.00% |
19/12/2019 | 6.14% | 0.33 | 0.35 | 160,000 | 50,000 | 163,961 | 50,000 | 51,791 | 16,805 | 100.00% | 100.00% |
18/12/2019 | 6.51% | 0.31 | 0.33 | 170,000 | 50,000 | 172,982 | 50,000 | 51,437 | 15,876 | 100.00% | 100.00% |
17/12/2019 | 6.79% | 0.29 | 0.31 | 180,000 | 50,000 | 179,757 | 50,000 | 51,193 | 15,251 | 100.00% | 100.00% |
16/12/2019 | 6.76% | 0.30 | 0.32 | 170,000 | 50,000 | 179,463 | 50,000 | 51,273 | 15,303 | 100.00% | 100.00% |
13/12/2019 | 7.41% | 0.26 | 0.28 | 200,000 | 50,000 | 199,314 | 50,000 | 51,826 | 14,003 | 100.00% | 100.00% |
12/12/2019 | 8.48% | 0.23 | 0.25 | 220,000 | 50,000 | 223,851 | 50,000 | 50,548 | 12,307 | 100.00% | 100.00% |
11/12/2019 | 8.91% | 0.21 | 0.23 | 240,000 | 50,000 | 235,274 | 50,000 | 50,464 | 11,736 | 100.00% | 100.00% |
10/12/2019 | 9.55% | 0.20 | 0.22 | 250,000 | 50,000 | 251,683 | 50,000 | 50,192 | 10,980 | 100.00% | 100.00% |