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 | 10.03% | 0.10 | 0.11 | 375,000 | 375,000 | 119,855 | 119,855 | 11,235 | 12,433 | 98.26% | 98.26% |
19/12/2019 | 5.92% | 0.11 | 0.12 | 750,000 | 750,000 | 238,837 | 238,837 | 34,677 | 37,065 | 98.49% | 98.49% |
18/12/2019 | 4.65% | 0.17 | 0.18 | 750,000 | 750,000 | 253,093 | 253,093 | 49,576 | 52,107 | 89.39% | 89.39% |
17/12/2019 | 3.18% | 0.24 | 0.25 | 750,000 | 750,000 | 244,856 | 244,856 | 66,472 | 68,921 | 93.82% | 93.82% |
16/12/2019 | 2.61% | 0.33 | 0.34 | 750,000 | 750,000 | 241,081 | 241,081 | 88,371 | 90,782 | 97.24% | 97.24% |
13/12/2019 | 2.58% | 0.39 | 0.40 | 750,000 | 750,000 | 237,240 | 237,240 | 89,932 | 92,304 | 99.59% | 99.59% |
12/12/2019 | 2.36% | 0.41 | 0.42 | 750,000 | 750,000 | 238,558 | 238,558 | 98,670 | 101,056 | 98.20% | 98.20% |
11/12/2019 | 2.31% | 0.41 | 0.42 | 750,000 | 750,000 | 240,920 | 240,920 | 100,069 | 102,478 | 96.73% | 96.73% |
10/12/2019 | 2.43% | 0.41 | 0.42 | 750,000 | 750,000 | 244,778 | 244,776 | 101,208 | 103,655 | 94.68% | 94.68% |