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 | 6.06% | 0.16 | 0.17 | 210,000 | 210,000 | 210,000 | 210,000 | 33,649 | 35,749 | 100.00% | 100.00% |
19/12/2019 | 6.25% | 0.16 | 0.17 | 210,000 | 210,000 | 210,000 | 210,000 | 32,561 | 34,661 | 100.00% | 100.00% |
18/12/2019 | 5.43% | 0.18 | 0.19 | 210,000 | 210,000 | 210,000 | 210,000 | 37,640 | 39,740 | 100.00% | 100.00% |
17/12/2019 | 5.76% | 0.18 | 0.19 | 210,000 | 210,000 | 210,000 | 210,000 | 35,473 | 37,573 | 100.00% | 100.00% |
16/12/2019 | 5.95% | 0.18 | 0.19 | 220,000 | 220,000 | 220,000 | 220,000 | 35,943 | 38,143 | 100.00% | 100.00% |
13/12/2019 | 6.74% | 0.13 | 0.14 | 230,000 | 230,000 | 230,000 | 230,000 | 33,141 | 35,441 | 99.17% | 99.17% |
12/12/2019 | 12.15% | 0.12 | 0.13 | 280,000 | 280,000 | 280,000 | 280,000 | 22,445 | 25,245 | 99.08% | 99.08% |
11/12/2019 | 11.33% | 0.08 | 0.09 | 270,000 | 270,000 | 270,000 | 270,000 | 22,507 | 25,207 | 99.78% | 99.78% |
10/12/2019 | 11.57% | 0.09 | 0.10 | 250,000 | 250,000 | 250,000 | 250,000 | 20,520 | 23,020 | 98.77% | 98.77% |