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 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 100.00% | 100.00% |
19/12/2019 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 54.97% | 99.76% |
18/12/2019 | 66.67% | 0.01 | 0.01 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 13.43% | 100.00% |
17/12/2019 | 54.76% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 10,939 | 6,146 | 93.87% | 99.99% |
16/12/2019 | 32.08% | 0.05 | 0.07 | 750,000 | 250,000 | 750,000 | 250,000 | 39,482 | 18,161 | 100.00% | 100.00% |
13/12/2019 | 27.07% | 0.06 | 0.08 | 750,000 | 250,000 | 744,474 | 248,158 | 48,779 | 21,223 | 99.89% | 99.89% |
12/12/2019 | 34.09% | 0.04 | 0.06 | 750,000 | 250,000 | 750,000 | 250,000 | 19,650 | 9,077 | 99.75% | 99.75% |
11/12/2019 | 64.11% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 8,219 | 5,240 | 99.87% | 99.87% |
10/12/2019 | 65.12% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,934 | 5,145 | 99.80% | 99.93% |