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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19/12/2019 | 0.50% | 2.72 | 2.74 | 100,000 | 100,000 | 100,000 | 100,000 | 266,853 | 268,195 | 99.97% | 99.97% |
18/12/2019 | 0.49% | 2.71 | 2.72 | 100,000 | 100,000 | 100,000 | 100,000 | 276,869 | 278,216 | 99.99% | 99.99% |
17/12/2019 | 0.51% | 2.63 | 2.64 | 100,000 | 100,000 | 100,000 | 100,000 | 261,491 | 262,825 | 100.00% | 100.00% |
16/12/2019 | 0.52% | 2.70 | 2.71 | 100,000 | 100,000 | 100,000 | 100,000 | 261,772 | 263,143 | 100.00% | 100.00% |
13/12/2019 | 0.53% | 2.46 | 2.47 | 100,000 | 100,000 | 100,000 | 100,000 | 252,086 | 253,427 | 99.95% | 99.95% |
12/12/2019 | 0.55% | 2.51 | 2.53 | 100,000 | 100,000 | 100,000 | 100,000 | 240,675 | 242,004 | 99.57% | 99.57% |
11/12/2019 | 0.54% | 2.38 | 2.39 | 100,000 | 100,000 | 100,000 | 100,000 | 231,956 | 233,216 | 99.99% | 99.99% |
10/12/2019 | 0.55% | 2.32 | 2.33 | 100,000 | 100,000 | 100,000 | 100,000 | 227,158 | 228,400 | 99.99% | 99.99% |