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 | 0.80% | 1.26 | 1.27 | 50,000 | 50,000 | 50,000 | 50,000 | 62,365 | 62,865 | 100.00% | 100.00% |
19/12/2019 | 0.84% | 1.21 | 1.22 | 50,000 | 50,000 | 50,000 | 50,000 | 59,570 | 60,070 | 100.00% | 100.00% |
18/12/2019 | 0.83% | 1.17 | 1.18 | 50,000 | 50,000 | 50,000 | 50,000 | 59,949 | 60,449 | 99.29% | 99.29% |
17/12/2019 | 0.82% | 1.21 | 1.22 | 50,000 | 50,000 | 50,000 | 50,000 | 60,444 | 60,944 | 100.00% | 100.00% |
16/12/2019 | 0.83% | 1.20 | 1.21 | 50,000 | 50,000 | 50,000 | 50,000 | 59,712 | 60,212 | 100.00% | 100.00% |
13/12/2019 | 0.84% | 1.13 | 1.14 | 50,000 | 50,000 | 50,000 | 50,000 | 59,111 | 59,611 | 100.00% | 100.00% |
12/12/2019 | 0.85% | 1.18 | 1.19 | 50,000 | 50,000 | 50,000 | 50,000 | 58,883 | 59,383 | 99.36% | 99.36% |
11/12/2019 | 0.92% | 1.07 | 1.08 | 50,000 | 50,000 | 50,000 | 50,000 | 54,014 | 54,514 | 100.00% | 100.00% |
10/12/2019 | 0.92% | 1.07 | 1.08 | 50,000 | 50,000 | 50,000 | 50,000 | 53,979 | 54,479 | 99.49% | 99.49% |