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 | - | 0.51 | - | 225,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/12/2019 | - | 0.49 | - | 225,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.32% |
18/12/2019 | - | 0.53 | - | 225,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.91% |
17/12/2019 | - | 0.53 | - | 225,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
16/12/2019 | - | 0.54 | - | 225,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 63.79% |
13/12/2019 | 1.94% | 0.54 | 0.52 | 225,000 | 75,000 | 225,000 | 75,000 | 114,750 | 39,000 | 0.03% | 97.73% |
12/12/2019 | 2.10% | 0.55 | 0.49 | 225,000 | 75,000 | 225,000 | 75,000 | 105,851 | 36,034 | 71.92% | 98.75% |
11/12/2019 | 2.22% | 0.46 | 0.47 | 225,000 | 75,000 | 225,000 | 75,000 | 100,256 | 34,169 | 99.88% | 99.88% |
10/12/2019 | 2.34% | 0.44 | 0.45 | 225,000 | 75,000 | 225,000 | 75,000 | 95,019 | 32,423 | 99.69% | 99.69% |