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 | 28.57% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 | 5,000 | 100.00% | 100.00% |
19/12/2019 | 28.57% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 | 5,000 | 100.00% | 100.00% |
18/12/2019 | 28.57% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 | 5,000 | 100.00% | 100.00% |
17/12/2019 | 28.12% | 0.02 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,355 | 5,089 | 99.53% | 99.53% |
16/12/2019 | 22.22% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 | 6,250 | 100.00% | 100.00% |
13/12/2019 | 22.22% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 | 6,250 | 100.00% | 100.00% |
12/12/2019 | 22.22% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 | 6,250 | 100.00% | 100.00% |
11/12/2019 | 22.22% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 | 6,250 | 100.00% | 100.00% |
10/12/2019 | 22.22% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 | 6,250 | 100.00% | 100.00% |