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 | 1.09% | 0.89 | 0.90 | 150,000 | 150,000 | 150,000 | 150,000 | 136,583 | 138,083 | 88.23% | 88.23% |
19/12/2019 | 1.06% | 0.95 | 0.96 | 150,000 | 150,000 | 150,000 | 150,000 | 140,475 | 141,975 | 99.60% | 99.60% |
18/12/2019 | 1.00% | 1.00 | 1.01 | 150,000 | 150,000 | 150,000 | 150,000 | 149,787 | 151,287 | 99.92% | 99.92% |
17/12/2019 | - | 1.05 | 1.06 | 150,000 | 150,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
16/12/2019 | 0.95% | 1.06 | 1.07 | 150,000 | 150,000 | 149,906 | 149,915 | 157,241 | 158,749 | 100.00% | 100.00% |
13/12/2019 | 0.94% | 1.03 | 1.04 | 150,000 | 150,000 | 150,000 | 150,000 | 159,721 | 161,221 | 97.01% | 97.01% |
12/12/2019 | 1.00% | 1.02 | 1.03 | 150,000 | 150,000 | 150,000 | 150,000 | 148,936 | 150,436 | 99.26% | 99.26% |
11/12/2019 | 1.01% | 0.99 | 1.00 | 150,000 | 150,000 | 150,000 | 150,000 | 147,611 | 149,111 | 91.32% | 91.32% |
10/12/2019 | 1.03% | 0.99 | 1.00 | 150,000 | 150,000 | 150,000 | 150,000 | 145,269 | 146,769 | 99.98% | 99.98% |