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 | 6.74% | 0.14 | 0.16 | 50,000 | 50,000 | 50,000 | 50,000 | 7,170 | 7,670 | 96.26% | 96.26% |
19/12/2019 | 19.00% | 0.14 | 0.14 | 1,000,000 | 1,000,000 | 369,457 | 369,492 | 30,889 | 34,587 | 98.23% | 98.23% |
18/12/2019 | 36.94% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 382,791 | 382,791 | 12,281 | 16,109 | 89.70% | 89.70% |
17/12/2019 | 94.28% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 485,536 | 485,558 | 6,604 | 12,126 | 58.35% | 94.10% |
16/12/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 285,729 | 285,729 | 1,429 | 5,715 | 85.10% | 97.02% |
13/12/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 366,821 | 366,821 | 1,834 | 7,336 | 99.02% | 99.02% |
12/12/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 370,161 | 370,161 | 1,851 | 7,403 | 97.85% | 97.85% |
11/12/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 374,298 | 374,298 | 1,871 | 7,486 | 96.62% | 96.62% |
10/12/2019 | 99.12% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 377,033 | 377,033 | 2,625 | 7,541 | 94.80% | 94.80% |