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 | - | - |
17/12/2019 | 2.55% | 0.38 | 0.39 | 500,000 | 500,000 | 499,966 | 499,984 | 193,883 | 198,891 | 98.94% | 98.94% |
16/12/2019 | 2.54% | 0.31 | 0.32 | 500,000 | 500,000 | 499,999 | 499,959 | 195,515 | 200,498 | 100.00% | 100.00% |
13/12/2019 | 2.02% | 0.55 | 0.56 | 500,000 | 500,000 | 499,741 | 499,924 | 247,003 | 252,100 | 95.69% | 95.69% |
12/12/2019 | 1.62% | 0.51 | 0.52 | 500,000 | 500,000 | 499,970 | 499,987 | 307,763 | 312,774 | 94.60% | 94.60% |
11/12/2019 | 1.42% | 0.64 | 0.65 | 500,000 | 500,000 | 499,996 | 499,991 | 350,464 | 355,461 | 99.17% | 99.17% |
10/12/2019 | 1.35% | 0.71 | 0.72 | 500,000 | 500,000 | 499,978 | 499,989 | 370,792 | 375,800 | 97.06% | 97.06% |
09/12/2019 | 1.81% | 0.59 | 0.60 | 500,000 | 500,000 | 499,999 | 499,995 | 273,986 | 278,984 | 99.47% | 99.47% |
06/12/2019 | 1.64% | 0.55 | 0.56 | 500,000 | 500,000 | 499,964 | 499,966 | 304,427 | 309,428 | 98.31% | 98.31% |
05/12/2019 | 1.47% | 0.76 | 0.77 | 500,000 | 500,000 | 499,804 | 499,946 | 338,747 | 343,840 | 93.99% | 93.99% |