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 | 4.28% | 0.24 | 0.25 | 160,000 | 160,000 | 160,000 | 160,000 | 36,654 | 38,254 | 100.00% | 100.00% |
19/12/2019 | 6.02% | 0.20 | 0.21 | 160,000 | 160,000 | 160,000 | 160,000 | 26,025 | 27,625 | 100.00% | 100.00% |
18/12/2019 | 4.14% | 0.25 | 0.26 | 160,000 | 160,000 | 160,000 | 160,000 | 38,084 | 39,684 | 99.83% | 99.83% |
17/12/2019 | 4.65% | 0.22 | 0.23 | 170,000 | 170,000 | 170,000 | 170,000 | 35,787 | 37,487 | 99.92% | 99.92% |
16/12/2019 | 5.53% | 0.18 | 0.19 | 210,000 | 210,000 | 210,000 | 210,000 | 37,027 | 39,127 | 99.97% | 99.97% |
13/12/2019 | 6.38% | 0.13 | 0.14 | 200,000 | 200,000 | 200,000 | 200,000 | 31,078 | 33,078 | 92.72% | 93.22% |
12/12/2019 | 8.33% | 0.16 | 0.17 | 240,000 | 240,000 | 239,696 | 240,000 | 28,021 | 30,466 | 98.41% | 98.44% |
11/12/2019 | 9.05% | 0.11 | 0.12 | 250,000 | 250,000 | 250,000 | 249,964 | 26,454 | 28,950 | 98.20% | 98.20% |
10/12/2019 | 8.30% | 0.11 | 0.12 | 200,000 | 200,000 | 200,000 | 200,000 | 23,184 | 25,184 | 96.76% | 96.77% |