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 | 31.46% | 0.06 | 0.07 | 130,000 | 130,000 | 130,000 | 130,000 | 4,293 | 5,593 | 100.00% | 100.00% |
19/12/2019 | 74.42% | 0.01 | 0.02 | 160,000 | 160,000 | 160,000 | 160,000 | 1,496 | 3,218 | 100.00% | 100.00% |
18/12/2019 | 50.92% | 0.01 | 0.02 | 140,000 | 140,000 | 140,000 | 140,000 | 2,061 | 3,461 | 99.12% | 99.12% |
17/12/2019 | 39.27% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 3,289 | 4,889 | 99.94% | 99.94% |
16/12/2019 | 41.12% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 3,120 | 4,720 | 99.66% | 99.66% |
13/12/2019 | 35.48% | 0.02 | 0.03 | 160,000 | 160,000 | 160,000 | 160,000 | 3,868 | 5,468 | 99.59% | 99.59% |
12/12/2019 | 33.15% | 0.03 | 0.04 | 160,000 | 160,000 | 160,000 | 160,000 | 4,116 | 5,716 | 98.40% | 98.40% |
11/12/2019 | 66.44% | 0.01 | 0.02 | 160,000 | 160,000 | 160,000 | 160,000 | 1,611 | 3,211 | 100.00% | 100.00% |
10/12/2019 | 61.14% | 0.01 | 0.02 | 160,000 | 160,000 | 160,000 | 160,000 | 1,867 | 3,467 | 99.51% | 99.51% |