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 | - | - |
17/12/2019 | 5.11% | 0.14 | 0.14 | 750,000 | 750,000 | 245,626 | 245,626 | 39,241 | 41,697 | 93.77% | 93.77% |
16/12/2019 | 3.78% | 0.22 | 0.23 | 750,000 | 750,000 | 241,335 | 241,335 | 59,951 | 62,364 | 97.26% | 97.26% |
13/12/2019 | 3.72% | 0.27 | 0.28 | 750,000 | 750,000 | 237,544 | 237,544 | 62,149 | 64,524 | 99.66% | 99.66% |
12/12/2019 | 3.27% | 0.29 | 0.30 | 750,000 | 750,000 | 239,090 | 239,090 | 70,735 | 73,126 | 98.28% | 98.28% |
11/12/2019 | 3.18% | 0.29 | 0.30 | 750,000 | 750,000 | 241,889 | 241,889 | 71,860 | 74,279 | 96.92% | 96.92% |
10/12/2019 | 3.41% | 0.29 | 0.30 | 750,000 | 750,000 | 245,092 | 245,092 | 72,320 | 74,771 | 94.74% | 94.74% |
09/12/2019 | 4.94% | 0.20 | 0.21 | 750,000 | 750,000 | 236,092 | 236,092 | 45,492 | 47,853 | 98.83% | 98.83% |
06/12/2019 | 4.28% | 0.22 | 0.23 | 750,000 | 750,000 | 238,054 | 238,056 | 53,545 | 55,926 | 98.07% | 98.07% |
05/12/2019 | 4.40% | 0.25 | 0.26 | 750,000 | 750,000 | 236,336 | 236,336 | 55,189 | 57,553 | 97.79% | 97.79% |