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 | - | - |
09/12/2019 | 1.00% | 99.29 | 100.29 | 500,000 | 500,000 | 500,000 | 500,000 | 496,450 | 501,450 | 100.00% | 100.00% |
06/12/2019 | 1.00% | 99.28 | 100.27 | 500,000 | 500,000 | 500,000 | 500,000 | 496,483 | 501,471 | 100.00% | 100.00% |
05/12/2019 | 1.00% | 99.09 | 100.08 | 500,000 | 500,000 | 500,000 | 500,000 | 495,279 | 500,272 | 59.71% | 59.71% |
04/12/2019 | 1.00% | 98.78 | 99.78 | 500,000 | 500,000 | 500,000 | 500,000 | 493,554 | 498,514 | 100.00% | 100.00% |
03/12/2019 | 1.00% | 98.30 | 99.29 | 500,000 | 500,000 | 500,000 | 500,000 | 491,808 | 496,755 | 86.24% | 86.24% |
02/12/2019 | 1.00% | 98.72 | 99.71 | 500,000 | 500,000 | 500,000 | 500,000 | 493,465 | 498,427 | 97.42% | 97.42% |
29/11/2019 | 1.00% | 99.02 | 100.01 | 500,000 | 500,000 | 500,000 | 500,000 | 495,287 | 500,270 | 99.84% | 99.84% |
28/11/2019 | 1.00% | 101.04 | 102.05 | 500,000 | 500,000 | 500,000 | 500,000 | 505,212 | 510,285 | 100.00% | 100.00% |
27/11/2019 | 1.00% | 101.01 | 102.02 | 500,000 | 500,000 | 500,000 | 500,000 | 505,206 | 510,280 | 84.39% | 84.39% |