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 | 6.11% | 0.19 | 0.20 | 450,000 | 150,000 | 450,000 | 150,000 | 85,732 | 30,377 | 99.89% | 99.89% |
19/12/2019 | 5.16% | 0.21 | 0.22 | 600,000 | 200,000 | 600,000 | 200,000 | 136,042 | 47,747 | 99.74% | 99.74% |
18/12/2019 | 4.65% | 0.25 | 0.26 | 600,000 | 200,000 | 600,000 | 200,000 | 151,218 | 52,806 | 99.97% | 99.97% |
17/12/2019 | 4.61% | 0.26 | 0.27 | 600,000 | 200,000 | 600,000 | 200,000 | 152,670 | 53,289 | 99.99% | 99.99% |
16/12/2019 | 3.91% | 0.25 | 0.26 | 600,000 | 200,000 | 600,000 | 200,000 | 150,760 | 52,254 | 100.00% | 100.00% |
13/12/2019 | 3.69% | 0.25 | 0.26 | 600,000 | 200,000 | 600,000 | 200,000 | 159,963 | 55,321 | 99.84% | 99.84% |
12/12/2019 | 3.98% | 0.24 | 0.25 | 600,000 | 200,000 | 600,000 | 200,000 | 148,075 | 51,359 | 99.54% | 99.54% |
11/12/2019 | 4.18% | 0.24 | 0.25 | 600,000 | 200,000 | 599,988 | 200,000 | 140,826 | 48,943 | 99.86% | 99.86% |
10/12/2019 | 4.46% | 0.24 | 0.25 | 600,000 | 200,000 | 600,000 | 200,000 | 131,831 | 45,944 | 100.00% | 100.00% |