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 | 1.42% | 0.72 | 0.73 | 150,000 | 50,000 | 150,000 | 50,000 | 104,675 | 35,392 | 99.37% | 99.37% |
19/12/2019 | 1.47% | 0.71 | 0.72 | 150,000 | 50,000 | 150,000 | 50,000 | 101,135 | 34,212 | 99.05% | 99.05% |
18/12/2019 | 1.38% | 0.70 | 0.71 | 150,000 | 50,000 | 150,000 | 50,000 | 108,292 | 36,597 | 99.46% | 99.46% |
17/12/2019 | 1.37% | 0.75 | 0.76 | 150,000 | 50,000 | 150,000 | 50,000 | 109,001 | 36,834 | 99.36% | 99.36% |
16/12/2019 | 1.44% | 0.71 | 0.72 | 150,000 | 50,000 | 150,000 | 50,000 | 103,741 | 35,080 | 96.59% | 96.59% |
13/12/2019 | 1.44% | 0.66 | 0.67 | 150,000 | 50,000 | 150,000 | 50,000 | 103,354 | 34,951 | 99.15% | 99.15% |
12/12/2019 | 1.60% | 0.66 | 0.67 | 150,000 | 50,000 | 150,000 | 50,000 | 93,321 | 31,607 | 98.51% | 98.51% |
11/12/2019 | 1.72% | 0.59 | 0.60 | 150,000 | 50,000 | 150,000 | 50,000 | 86,553 | 29,351 | 98.52% | 98.52% |
10/12/2019 | 1.91% | 0.55 | 0.56 | 150,000 | 50,000 | 150,000 | 50,000 | 77,712 | 26,404 | 99.09% | 99.09% |