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 | 0.73% | 1.46 | 1.47 | 300,000 | 100,000 | 300,000 | 100,000 | 411,916 | 138,305 | 98.05% | 98.05% |
19/12/2019 | 0.79% | 1.26 | 1.27 | 300,000 | 100,000 | 300,000 | 100,000 | 377,153 | 126,718 | 99.55% | 99.55% |
18/12/2019 | 0.74% | 1.31 | 1.32 | 300,000 | 100,000 | 300,000 | 100,000 | 406,048 | 136,349 | 99.93% | 99.93% |
17/12/2019 | 0.72% | 1.35 | 1.36 | 300,000 | 100,000 | 300,000 | 100,000 | 415,734 | 139,578 | 99.82% | 99.82% |
16/12/2019 | 0.70% | 1.51 | 1.52 | 300,000 | 100,000 | 300,000 | 100,000 | 429,888 | 144,296 | 99.87% | 99.87% |
13/12/2019 | 0.73% | 1.29 | 1.30 | 300,000 | 100,000 | 300,000 | 100,000 | 410,247 | 137,749 | 94.81% | 94.81% |
12/12/2019 | 0.92% | 1.19 | 1.20 | 450,000 | 150,000 | 449,960 | 149,987 | 487,057 | 163,852 | 98.04% | 98.04% |
11/12/2019 | 1.01% | 1.06 | 1.07 | 450,000 | 150,000 | 450,000 | 150,000 | 445,278 | 149,926 | 99.39% | 99.39% |
10/12/2019 | 1.18% | 0.95 | 0.96 | 450,000 | 150,000 | 450,000 | 150,000 | 379,751 | 128,084 | 97.55% | 97.55% |