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 | 0.80% | 100.35 | 101.16 | 250,000 | 250,000 | 250,000 | 250,000 | 251,368 | 253,393 | 100.00% | 100.00% |
19/12/2019 | 0.80% | 100.46 | 101.27 | 250,000 | 250,000 | 250,000 | 250,000 | 251,052 | 253,077 | 100.00% | 100.00% |
18/12/2019 | 0.80% | 100.34 | 101.15 | 250,000 | 250,000 | 250,000 | 250,000 | 250,826 | 252,851 | 100.00% | 100.00% |
17/12/2019 | 0.80% | 100.25 | 101.06 | 250,000 | 250,000 | 250,000 | 250,000 | 250,625 | 252,650 | 100.00% | 100.00% |
16/12/2019 | 0.81% | 100.17 | 100.98 | 250,000 | 250,000 | 250,000 | 250,000 | 250,425 | 252,450 | 97.93% | 97.93% |
13/12/2019 | 0.81% | 99.83 | 100.64 | 250,000 | 250,000 | 250,000 | 250,000 | 249,574 | 251,599 | 98.18% | 98.18% |
12/12/2019 | 0.80% | 99.52 | 100.32 | 250,000 | 250,000 | 250,000 | 250,000 | 248,673 | 250,673 | 88.85% | 88.85% |
11/12/2019 | 0.81% | 98.96 | 99.76 | 250,000 | 250,000 | 250,000 | 250,000 | 246,954 | 248,954 | 100.00% | 100.00% |
10/12/2019 | 0.80% | 98.71 | 99.51 | 250,000 | 250,000 | 250,000 | 250,000 | 247,623 | 249,623 | 100.00% | 100.00% |