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 | 120.00% | 0.01 | 0.02 | 20,000 | 20,000 | 20,000 | 20,000 | 100 | 400 | 100.00% | 100.00% |
19/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 41,169 | 41,169 | 206 | 823 | 97.55% | 97.55% |
18/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 41,016 | 41,016 | 205 | 820 | 96.82% | 96.82% |
17/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 41,734 | 41,734 | 209 | 835 | 97.32% | 97.32% |
16/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 41,773 | 41,773 | 209 | 835 | 98.56% | 98.56% |
13/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 43,877 | 43,877 | 219 | 878 | 88.12% | 88.12% |
12/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 41,051 | 41,051 | 205 | 821 | 97.35% | 97.35% |
11/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 41,867 | 41,867 | 209 | 837 | 98.70% | 98.70% |
10/12/2019 | 120.00% | 0.01 | 0.02 | 100,000 | 100,000 | 41,916 | 41,916 | 210 | 838 | 97.82% | 97.82% |