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 | 2.29% | 0.45 | 0.46 | 150,000 | 150,000 | 150,000 | 150,000 | 64,714 | 66,215 | 100.00% | 100.00% |
19/12/2019 | 2.74% | 0.39 | 0.40 | 150,000 | 150,000 | 150,000 | 150,000 | 54,043 | 55,543 | 99.95% | 99.95% |
18/12/2019 | 2.25% | 0.45 | 0.46 | 160,000 | 160,000 | 160,000 | 160,000 | 70,563 | 72,163 | 100.00% | 100.00% |
17/12/2019 | 2.39% | 0.42 | 0.43 | 160,000 | 160,000 | 160,000 | 160,000 | 66,210 | 67,810 | 100.00% | 100.00% |
16/12/2019 | 2.60% | 0.38 | 0.39 | 160,000 | 160,000 | 160,000 | 160,000 | 60,741 | 62,341 | 100.00% | 100.00% |
13/12/2019 | 2.85% | 0.32 | 0.33 | 160,000 | 160,000 | 160,000 | 160,000 | 55,773 | 57,373 | 99.15% | 99.15% |
12/12/2019 | 3.40% | 0.34 | 0.35 | 170,000 | 170,000 | 170,000 | 170,000 | 49,422 | 51,122 | 100.00% | 100.00% |
11/12/2019 | 3.66% | 0.28 | 0.29 | 170,000 | 170,000 | 170,000 | 170,000 | 45,644 | 47,344 | 99.80% | 99.80% |
10/12/2019 | 3.47% | 0.27 | 0.28 | 160,000 | 160,000 | 160,000 | 160,000 | 45,349 | 46,949 | 99.57% | 99.57% |