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 | 3.55% | 0.28 | 0.29 | 100,000 | 100,000 | 100,000 | 100,000 | 27,706 | 28,706 | 96.26% | 96.26% |
19/12/2019 | 4.15% | 0.27 | 0.28 | 1,000,000 | 1,000,000 | 374,968 | 374,968 | 93,201 | 96,951 | 98.38% | 98.38% |
18/12/2019 | 4.80% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 390,361 | 390,361 | 83,201 | 87,105 | 89.95% | 89.95% |
17/12/2019 | 6.51% | 0.19 | 0.20 | 1,000,000 | 1,000,000 | 381,190 | 381,190 | 63,981 | 67,793 | 94.07% | 94.07% |
16/12/2019 | 8.03% | 0.14 | 0.16 | 1,000,000 | 1,000,000 | 386,535 | 386,535 | 47,902 | 51,767 | 96.96% | 96.96% |
13/12/2019 | 8.31% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 382,862 | 382,862 | 44,589 | 48,418 | 99.07% | 99.07% |
12/12/2019 | 10.11% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 385,569 | 385,569 | 37,331 | 41,187 | 97.80% | 97.80% |
11/12/2019 | 10.61% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 405,422 | 405,422 | 38,502 | 42,556 | 96.60% | 96.60% |
10/12/2019 | 9.55% | 0.10 | 0.11 | 1,000,000 | 1,000,000 | 392,576 | 392,576 | 38,991 | 42,916 | 94.78% | 94.78% |