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 | 2.24% | 0.45 | 0.46 | 90,000 | 90,000 | 90,000 | 90,000 | 39,815 | 40,715 | 100.00% | 100.00% |
19/12/2019 | 2.38% | 0.42 | 0.43 | 90,000 | 90,000 | 90,000 | 90,000 | 37,374 | 38,274 | 100.00% | 100.00% |
18/12/2019 | 2.36% | 0.41 | 0.42 | 90,000 | 90,000 | 90,000 | 90,000 | 37,732 | 38,632 | 99.29% | 99.29% |
17/12/2019 | 2.34% | 0.43 | 0.44 | 90,000 | 90,000 | 90,000 | 90,000 | 38,049 | 38,949 | 100.00% | 100.00% |
16/12/2019 | 2.38% | 0.42 | 0.43 | 90,000 | 90,000 | 90,000 | 90,000 | 37,411 | 38,311 | 100.00% | 100.00% |
13/12/2019 | 2.42% | 0.39 | 0.40 | 90,000 | 90,000 | 90,000 | 90,000 | 36,782 | 37,682 | 100.00% | 100.00% |
12/12/2019 | 2.43% | 0.41 | 0.42 | 90,000 | 90,000 | 90,000 | 90,000 | 36,651 | 37,551 | 99.36% | 99.36% |
11/12/2019 | 2.75% | 0.35 | 0.36 | 90,000 | 90,000 | 90,000 | 90,000 | 32,316 | 33,216 | 100.00% | 100.00% |
10/12/2019 | 2.76% | 0.35 | 0.36 | 90,000 | 90,000 | 90,000 | 90,000 | 32,165 | 33,065 | 99.52% | 99.52% |