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 | 0.33% | 3.12 | 3.13 | 100,000 | 100,000 | 100,000 | 100,000 | 305,991 | 306,991 | 96.79% | 96.79% |
19/12/2019 | 0.34% | 2.99 | 3.00 | 100,000 | 100,000 | 99,987 | 99,993 | 297,569 | 298,586 | 96.70% | 96.70% |
18/12/2019 | 0.33% | 3.03 | 3.04 | 100,000 | 100,000 | 100,000 | 100,000 | 306,362 | 307,362 | 99.52% | 99.52% |
17/12/2019 | 0.32% | 3.11 | 3.12 | 100,000 | 100,000 | 100,000 | 100,000 | 314,547 | 315,547 | 99.93% | 99.93% |
16/12/2019 | 0.31% | 3.25 | 3.26 | 100,000 | 100,000 | 100,000 | 100,000 | 320,452 | 321,453 | 97.97% | 97.97% |
13/12/2019 | 0.31% | 3.11 | 3.12 | 100,000 | 100,000 | 100,000 | 100,000 | 319,697 | 320,697 | 86.86% | 86.86% |
12/12/2019 | 0.33% | 3.08 | 3.09 | 100,000 | 100,000 | 100,000 | 100,000 | 298,370 | 299,370 | 91.27% | 91.27% |
11/12/2019 | 0.34% | 2.95 | 2.96 | 100,000 | 100,000 | 100,000 | 100,000 | 290,946 | 291,946 | 98.31% | 98.31% |
10/12/2019 | 0.36% | 2.85 | 2.86 | 100,000 | 100,000 | 100,000 | 100,000 | 275,188 | 276,188 | 88.49% | 88.49% |