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 | 0.86% | 1.15 | 1.16 | 150,000 | 150,000 | 150,000 | 150,000 | 173,327 | 174,827 | 99.87% | 99.87% |
19/12/2019 | 0.88% | 1.12 | 1.13 | 150,000 | 150,000 | 150,000 | 150,000 | 168,984 | 170,484 | 99.72% | 99.72% |
18/12/2019 | 0.88% | 1.13 | 1.14 | 150,000 | 150,000 | 150,000 | 150,000 | 170,091 | 171,591 | 99.98% | 99.98% |
17/12/2019 | 0.90% | 1.10 | 1.11 | 150,000 | 150,000 | 150,000 | 150,000 | 166,527 | 168,027 | 99.98% | 99.98% |
16/12/2019 | 0.90% | 1.12 | 1.13 | 150,000 | 150,000 | 150,000 | 150,000 | 165,435 | 166,935 | 99.99% | 99.99% |
13/12/2019 | 0.92% | 1.05 | 1.06 | 150,000 | 150,000 | 150,000 | 150,000 | 161,529 | 163,029 | 99.86% | 99.86% |
12/12/2019 | 0.99% | 1.03 | 1.04 | 150,000 | 150,000 | 150,000 | 150,000 | 150,511 | 152,011 | 99.32% | 99.32% |
11/12/2019 | 1.02% | 0.98 | 0.99 | 150,000 | 150,000 | 150,000 | 150,000 | 147,012 | 148,512 | 99.81% | 99.81% |
10/12/2019 | 1.04% | 0.97 | 0.98 | 150,000 | 150,000 | 150,000 | 150,000 | 143,319 | 144,819 | 99.85% | 99.85% |