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 | 0.76% | 1.32 | 1.33 | 150,000 | 150,000 | 150,000 | 150,000 | 196,581 | 198,081 | 99.79% | 99.79% |
19/12/2019 | 0.84% | 1.22 | 1.23 | 150,000 | 150,000 | 150,000 | 150,000 | 177,782 | 179,282 | 99.74% | 99.74% |
18/12/2019 | 0.85% | 1.16 | 1.17 | 150,000 | 150,000 | 149,919 | 149,917 | 176,508 | 178,005 | 99.98% | 99.98% |
17/12/2019 | 0.88% | 1.14 | 1.15 | 150,000 | 150,000 | 150,000 | 150,000 | 169,007 | 170,507 | 99.98% | 99.98% |
16/12/2019 | 0.87% | 1.17 | 1.18 | 150,000 | 150,000 | 150,000 | 150,000 | 171,468 | 172,968 | 99.99% | 99.99% |
13/12/2019 | 0.90% | 1.07 | 1.08 | 150,000 | 150,000 | 149,969 | 149,987 | 165,638 | 167,157 | 91.28% | 91.28% |
12/12/2019 | 0.91% | 1.12 | 1.13 | 150,000 | 150,000 | 149,966 | 149,967 | 164,177 | 165,678 | 99.50% | 99.50% |
11/12/2019 | 0.91% | 1.13 | 1.14 | 150,000 | 150,000 | 150,000 | 149,995 | 164,784 | 166,280 | 79.48% | 79.48% |
10/12/2019 | 0.92% | 1.10 | 1.11 | 150,000 | 150,000 | 149,989 | 149,989 | 163,128 | 164,628 | 99.85% | 99.85% |