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 | - | - |
19/12/2019 | 0.57% | 3.51 | 3.53 | 150,000 | 150,000 | 150,000 | 150,000 | 524,467 | 527,467 | 99.64% | 99.64% |
18/12/2019 | 0.56% | 3.55 | 3.57 | 150,000 | 150,000 | 149,387 | 149,387 | 535,516 | 538,512 | 99.93% | 99.93% |
17/12/2019 | 0.54% | 3.63 | 3.65 | 150,000 | 150,000 | 150,000 | 150,000 | 550,304 | 553,304 | 99.95% | 99.95% |
16/12/2019 | 0.55% | 3.77 | 3.79 | 150,000 | 150,000 | 148,887 | 148,887 | 555,086 | 558,079 | 100.00% | 100.00% |
13/12/2019 | 0.63% | 3.62 | 3.68 | 37,500 | 37,500 | 140,062 | 140,062 | 521,684 | 524,617 | 99.57% | 99.57% |
12/12/2019 | 0.57% | 3.60 | 3.62 | 150,000 | 150,000 | 150,000 | 150,000 | 526,253 | 529,253 | 98.97% | 98.97% |
11/12/2019 | 0.58% | 3.47 | 3.49 | 150,000 | 150,000 | 150,000 | 150,000 | 514,831 | 517,831 | 100.00% | 100.00% |
10/12/2019 | 0.76% | 3.38 | 3.40 | 150,000 | 150,000 | 135,694 | 135,694 | 444,415 | 447,319 | 98.43% | 98.43% |
09/12/2019 | 0.57% | 3.44 | 3.46 | 150,000 | 150,000 | 150,000 | 150,000 | 521,844 | 524,844 | 100.00% | 100.00% |