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 | - | 0.22 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.59% |
19/12/2019 | 7.88% | 0.22 | 0.14 | 300,000 | 100,000 | 300,000 | 100,000 | 36,631 | 13,210 | 45.99% | 99.52% |
18/12/2019 | 10.84% | 0.15 | 0.16 | 300,000 | 100,000 | 377,687 | 125,896 | 33,194 | 12,324 | 100.00% | 100.00% |
17/12/2019 | 44.34% | 0.06 | 0.07 | 450,000 | 150,000 | 845,084 | 320,408 | 17,687 | 9,621 | 99.92% | 99.92% |
16/12/2019 | 57.97% | 0.02 | 0.03 | 900,000 | 300,000 | 990,542 | 444,579 | 13,070 | 10,113 | 100.00% | 100.00% |
13/12/2019 | 40.47% | 0.02 | 0.03 | 1,000,000 | 400,000 | 998,081 | 402,043 | 19,790 | 11,974 | 99.93% | 99.93% |
12/12/2019 | 51.06% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 516,466 | 15,854 | 13,123 | 99.25% | 99.25% |
11/12/2019 | 40.96% | 0.02 | 0.03 | 1,000,000 | 400,000 | 1,000,000 | 479,162 | 19,641 | 14,196 | 99.82% | 99.82% |
10/12/2019 | 35.97% | 0.02 | 0.03 | 1,000,000 | 400,000 | 970,316 | 405,546 | 22,674 | 13,286 | 99.66% | 99.66% |