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 | - | - |
19/12/2019 | 2.20% | 0.95 | 0.97 | 300,000 | 300,000 | 300,000 | 300,000 | 269,399 | 275,399 | 92.44% | 92.44% |
18/12/2019 | 1.99% | 0.94 | 0.96 | 300,000 | 300,000 | 300,000 | 300,000 | 299,505 | 305,505 | 98.39% | 98.39% |
17/12/2019 | 2.34% | 0.86 | 0.88 | 300,000 | 300,000 | 300,000 | 300,000 | 254,028 | 260,028 | 99.12% | 99.12% |
16/12/2019 | 2.32% | 0.93 | 0.95 | 300,000 | 300,000 | 300,000 | 300,000 | 255,877 | 261,877 | 98.52% | 98.52% |
13/12/2019 | 2.83% | 0.70 | 0.72 | 300,000 | 300,000 | 300,000 | 300,000 | 229,303 | 235,848 | 82.90% | 82.90% |
12/12/2019 | 3.11% | 0.77 | 0.79 | 300,000 | 300,000 | 300,000 | 300,000 | 201,708 | 208,197 | 94.39% | 94.39% |
11/12/2019 | 1.71% | 0.66 | 0.67 | 300,000 | 300,000 | 300,000 | 300,000 | 182,743 | 185,888 | 95.63% | 95.63% |
10/12/2019 | 2.02% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 172,801 | 176,346 | 89.10% | 89.10% |
09/12/2019 | 2.61% | 0.72 | 0.74 | 300,000 | 300,000 | 300,000 | 300,000 | 226,637 | 232,637 | 97.08% | 97.08% |