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 | 0.49% | 2.05 | 2.06 | 50,000 | 50,000 | 50,000 | 50,000 | 101,575 | 102,075 | 100.00% | 100.00% |
19/12/2019 | 0.50% | 1.99 | 2.00 | 50,000 | 50,000 | 50,000 | 50,000 | 98,778 | 99,278 | 100.00% | 100.00% |
18/12/2019 | 0.50% | 1.96 | 1.97 | 50,000 | 50,000 | 50,000 | 50,000 | 99,207 | 99,707 | 99.29% | 99.29% |
17/12/2019 | 0.50% | 2.00 | 2.01 | 50,000 | 50,000 | 50,000 | 50,000 | 99,701 | 100,201 | 100.00% | 100.00% |
16/12/2019 | 0.50% | 1.99 | 2.00 | 50,000 | 50,000 | 50,000 | 50,000 | 98,999 | 99,499 | 100.00% | 100.00% |
13/12/2019 | 0.51% | 1.92 | 1.93 | 50,000 | 50,000 | 50,000 | 50,000 | 98,404 | 98,904 | 100.00% | 100.00% |
12/12/2019 | 0.51% | 1.97 | 1.98 | 50,000 | 50,000 | 50,000 | 50,000 | 98,214 | 98,714 | 99.36% | 99.36% |
11/12/2019 | 0.53% | 1.86 | 1.87 | 50,000 | 50,000 | 50,000 | 50,000 | 93,344 | 93,844 | 99.96% | 99.96% |
10/12/2019 | 0.53% | 1.85 | 1.86 | 50,000 | 50,000 | 50,000 | 50,000 | 93,397 | 93,897 | 99.52% | 99.52% |