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 | - | - |
07/01/2020 | 3.39% | 0.89 | 0.92 | 10,000 | 10,000 | 10,000 | 10,000 | 8,708 | 9,008 | 99.37% | 100.00% |
06/01/2020 | 2.49% | 1.20 | 1.23 | 10,000 | 10,000 | 9,998 | 10,000 | 11,892 | 12,194 | 100.00% | 100.00% |
03/01/2020 | 2.10% | 1.35 | 1.38 | 10,000 | 10,000 | 10,000 | 10,000 | 14,130 | 14,430 | 100.00% | 100.00% |
30/12/2019 | 2.09% | 1.48 | 1.51 | 10,000 | 10,000 | 10,000 | 10,000 | 14,243 | 14,543 | 100.00% | 100.00% |
27/12/2019 | 1.92% | 1.49 | 1.52 | 10,000 | 10,000 | 10,000 | 10,000 | 15,473 | 15,773 | 97.65% | 97.65% |
23/12/2019 | 2.46% | 1.08 | 1.11 | 10,000 | 10,000 | 10,000 | 10,000 | 12,066 | 12,366 | 100.00% | 100.00% |
20/12/2019 | 1.87% | 1.59 | 1.62 | 10,000 | 10,000 | 10,000 | 10,000 | 15,918 | 16,218 | 100.00% | 100.00% |
19/12/2019 | 1.85% | 1.60 | 1.63 | 10,000 | 10,000 | 9,997 | 10,000 | 16,108 | 16,413 | 99.07% | 99.24% |
18/12/2019 | 1.44% | 1.91 | 1.94 | 10,000 | 10,000 | 10,000 | 9,997 | 20,785 | 21,078 | 99.34% | 99.51% |