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 | - | - |
13/12/2019 | 0.50% | 99.95 | 100.45 | 500,000 | 500,000 | 500,000 | 500,000 | 499,750 | 502,250 | 99.98% | 99.98% |
12/12/2019 | 0.50% | 99.95 | 100.45 | 500,000 | 500,000 | 500,000 | 500,000 | 499,750 | 502,250 | 99.29% | 99.29% |
11/12/2019 | 0.50% | 100.05 | 100.55 | 500,000 | 500,000 | 500,000 | 500,000 | 500,250 | 502,750 | 100.00% | 100.00% |
10/12/2019 | 0.50% | 100.05 | 100.55 | 500,000 | 500,000 | 500,000 | 500,000 | 500,250 | 502,750 | 99.81% | 99.81% |
09/12/2019 | 0.50% | 100.05 | 100.55 | 500,000 | 500,000 | 500,000 | 500,000 | 500,250 | 502,750 | 99.31% | 99.31% |
06/12/2019 | 0.50% | 100.00 | 100.50 | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 | 99.98% | 99.98% |
05/12/2019 | 0.50% | 100.00 | 100.50 | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 | 100.00% | 100.00% |
04/12/2019 | 0.50% | 100.10 | 100.60 | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 | 503,000 | 100.00% | 100.00% |
03/12/2019 | 0.50% | 100.10 | 100.60 | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 | 503,000 | 99.84% | 99.84% |