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 | - | - |
12/12/2019 | 4.72% | 0.15 | 0.16 | 150,000 | 150,000 | 150,000 | 150,000 | 31,706 | 33,206 | 99.23% | 99.36% |
11/12/2019 | 4.14% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 35,510 | 37,010 | 99.23% | 99.69% |
10/12/2019 | 4.43% | 0.23 | 0.24 | 150,000 | 150,000 | 149,942 | 150,000 | 33,177 | 34,690 | 99.28% | 99.52% |
09/12/2019 | 6.62% | 0.17 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 22,112 | 23,612 | 99.97% | 99.97% |
06/12/2019 | 5.71% | 0.16 | 0.17 | 150,000 | 150,000 | 150,000 | 149,937 | 25,781 | 27,270 | 95.90% | 96.13% |
05/12/2019 | 4.71% | 0.23 | 0.24 | 150,000 | 150,000 | 150,000 | 150,000 | 31,314 | 32,814 | 99.22% | 99.22% |
04/12/2019 | 3.38% | 0.26 | 0.27 | 150,000 | 150,000 | 150,000 | 150,000 | 43,856 | 45,356 | 98.07% | 98.07% |
03/12/2019 | 3.02% | 0.40 | 0.41 | 150,000 | 150,000 | 150,000 | 150,000 | 49,601 | 51,101 | 99.75% | 99.75% |
02/12/2019 | 4.09% | 0.32 | 0.33 | 150,000 | 150,000 | 149,911 | 150,000 | 36,842 | 38,368 | 99.31% | 99.80% |