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 | 18.15% | 0.06 | 0.07 | 300,000 | 100,000 | 300,000 | 100,000 | 15,033 | 6,011 | 100.00% | 100.00% |
19/12/2019 | 12.03% | 0.06 | 0.07 | 300,000 | 100,000 | 320,481 | 106,827 | 25,117 | 9,440 | 99.57% | 99.57% |
18/12/2019 | 9.63% | 0.10 | 0.11 | 300,000 | 100,000 | 301,965 | 100,655 | 29,839 | 10,953 | 99.91% | 99.91% |
17/12/2019 | 7.53% | 0.11 | 0.12 | 300,000 | 100,000 | 300,604 | 100,201 | 38,558 | 13,855 | 99.66% | 99.66% |
16/12/2019 | 9.88% | 0.14 | 0.15 | 300,000 | 100,000 | 421,916 | 140,639 | 40,503 | 14,907 | 99.97% | 99.97% |
13/12/2019 | 10.22% | 0.10 | 0.11 | 450,000 | 150,000 | 450,000 | 150,000 | 42,030 | 15,510 | 99.92% | 99.92% |
12/12/2019 | 8.92% | 0.09 | 0.10 | 450,000 | 150,000 | 450,000 | 150,000 | 48,356 | 17,619 | 98.83% | 98.83% |
11/12/2019 | 14.80% | 0.09 | 0.10 | 450,000 | 150,000 | 568,259 | 189,420 | 35,498 | 13,727 | 99.87% | 99.87% |
10/12/2019 | 13.84% | 0.06 | 0.07 | 600,000 | 200,000 | 578,713 | 192,904 | 39,041 | 14,943 | 99.65% | 99.65% |