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 | 0.61% | 1.66 | 1.67 | 50,000 | 50,000 | 50,000 | 50,000 | 81,954 | 82,454 | 100.00% | 100.00% |
19/12/2019 | 0.63% | 1.60 | 1.61 | 50,000 | 50,000 | 50,000 | 50,000 | 79,164 | 79,664 | 100.00% | 100.00% |
18/12/2019 | 0.63% | 1.57 | 1.58 | 50,000 | 50,000 | 50,000 | 50,000 | 79,543 | 80,043 | 99.29% | 99.29% |
17/12/2019 | 0.62% | 1.61 | 1.62 | 50,000 | 50,000 | 50,000 | 50,000 | 80,060 | 80,560 | 100.00% | 100.00% |
16/12/2019 | 0.63% | 1.60 | 1.61 | 50,000 | 50,000 | 50,000 | 50,000 | 79,362 | 79,862 | 100.00% | 100.00% |
13/12/2019 | 0.63% | 1.53 | 1.54 | 50,000 | 50,000 | 50,000 | 50,000 | 78,764 | 79,264 | 100.00% | 100.00% |
12/12/2019 | 0.63% | 1.57 | 1.58 | 50,000 | 50,000 | 50,000 | 50,000 | 78,525 | 79,025 | 99.36% | 99.36% |
11/12/2019 | 0.68% | 1.47 | 1.48 | 50,000 | 50,000 | 50,000 | 50,000 | 73,626 | 74,126 | 100.00% | 100.00% |
10/12/2019 | 0.68% | 1.46 | 1.47 | 50,000 | 50,000 | 50,000 | 50,000 | 73,691 | 74,191 | 99.51% | 99.51% |