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 | 3.85% | 0.25 | 0.26 | 200,000 | 200,000 | 200,000 | 200,000 | 50,919 | 52,919 | 100.00% | 100.00% |
19/12/2019 | 3.93% | 0.25 | 0.26 | 210,000 | 210,000 | 210,000 | 210,000 | 52,452 | 54,552 | 100.00% | 100.00% |
18/12/2019 | 3.59% | 0.27 | 0.28 | 210,000 | 210,000 | 210,000 | 210,000 | 57,422 | 59,522 | 100.00% | 100.00% |
17/12/2019 | 3.74% | 0.27 | 0.28 | 210,000 | 210,000 | 210,000 | 210,000 | 55,159 | 57,259 | 100.00% | 100.00% |
16/12/2019 | 3.83% | 0.27 | 0.28 | 210,000 | 210,000 | 210,000 | 210,000 | 53,881 | 55,981 | 100.00% | 100.00% |
13/12/2019 | 4.13% | 0.23 | 0.24 | 210,000 | 210,000 | 210,000 | 210,000 | 49,915 | 52,015 | 99.22% | 99.22% |
12/12/2019 | 5.71% | 0.22 | 0.23 | 220,000 | 220,000 | 220,000 | 220,000 | 37,762 | 39,962 | 100.00% | 100.00% |
11/12/2019 | 5.59% | 0.17 | 0.18 | 220,000 | 220,000 | 220,000 | 220,000 | 38,281 | 40,481 | 99.55% | 99.55% |
10/12/2019 | 5.66% | 0.18 | 0.19 | 210,000 | 210,000 | 210,000 | 210,000 | 36,143 | 38,243 | 100.00% | 100.00% |