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 | - | - |
16/12/2019 | 3.55% | 0.83 | 0.86 | 10,000 | 10,000 | 10,000 | 10,000 | 8,308 | 8,608 | 99.84% | 99.84% |
13/12/2019 | 3.05% | 1.01 | 1.04 | 10,000 | 10,000 | 10,000 | 10,000 | 9,684 | 9,984 | 100.00% | 100.00% |
12/12/2019 | 3.22% | 0.95 | 0.98 | 10,000 | 10,000 | 10,000 | 9,959 | 9,177 | 9,439 | 99.75% | 99.75% |
11/12/2019 | 3.04% | 0.93 | 0.96 | 10,000 | 10,000 | 10,000 | 10,000 | 9,738 | 10,038 | 100.00% | 100.00% |
10/12/2019 | 2.76% | 1.00 | 1.03 | 10,000 | 10,000 | 9,982 | 9,986 | 10,710 | 11,014 | 99.69% | 99.69% |
09/12/2019 | 2.38% | 1.18 | 1.21 | 10,000 | 10,000 | 10,000 | 10,000 | 12,462 | 12,762 | 99.87% | 99.87% |
06/12/2019 | 2.62% | 1.16 | 1.19 | 10,000 | 10,000 | 10,000 | 10,000 | 11,288 | 11,588 | 100.00% | 100.00% |
05/12/2019 | 2.62% | 1.09 | 1.12 | 10,000 | 10,000 | 10,000 | 10,000 | 11,328 | 11,628 | 98.32% | 98.32% |
04/12/2019 | 2.82% | 1.22 | 1.25 | 10,000 | 10,000 | 10,000 | 9,993 | 10,654 | 10,947 | 100.00% | 100.00% |