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 | 3.98% | 0.25 | 0.26 | 90,000 | 90,000 | 90,000 | 90,000 | 22,204 | 23,104 | 100.00% | 100.00% |
19/12/2019 | 4.47% | 0.23 | 0.24 | 90,000 | 90,000 | 90,000 | 90,000 | 19,673 | 20,573 | 100.00% | 100.00% |
18/12/2019 | 4.39% | 0.21 | 0.22 | 90,000 | 90,000 | 90,000 | 90,000 | 20,048 | 20,948 | 99.29% | 99.29% |
17/12/2019 | 4.32% | 0.23 | 0.24 | 90,000 | 90,000 | 90,000 | 90,000 | 20,402 | 21,302 | 100.00% | 100.00% |
16/12/2019 | 4.47% | 0.23 | 0.24 | 90,000 | 90,000 | 90,000 | 90,000 | 19,687 | 20,587 | 100.00% | 100.00% |
13/12/2019 | 4.61% | 0.19 | 0.20 | 90,000 | 90,000 | 90,000 | 90,000 | 19,104 | 20,004 | 100.00% | 100.00% |
12/12/2019 | 4.67% | 0.21 | 0.22 | 90,000 | 90,000 | 90,000 | 90,000 | 18,869 | 19,769 | 99.36% | 99.36% |
11/12/2019 | 6.20% | 0.16 | 0.17 | 90,000 | 90,000 | 90,000 | 90,000 | 14,079 | 14,979 | 100.00% | 100.00% |
10/12/2019 | 6.20% | 0.15 | 0.16 | 90,000 | 90,000 | 90,000 | 90,000 | 14,081 | 14,981 | 99.53% | 99.53% |