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 | 1.99% | 99.27 | 101.27 | 250,000 | 250,000 | 250,000 | 250,000 | 248,175 | 253,175 | 100.00% | 100.00% |
19/12/2019 | 1.99% | 99.26 | 101.26 | 250,000 | 250,000 | 250,000 | 250,000 | 248,150 | 253,150 | 100.00% | 100.00% |
18/12/2019 | 1.99% | 99.26 | 101.26 | 250,000 | 250,000 | 250,000 | 250,000 | 248,155 | 253,155 | 100.00% | 100.00% |
17/12/2019 | 1.99% | 99.26 | 101.26 | 250,000 | 250,000 | 250,000 | 250,000 | 248,150 | 253,150 | 100.00% | 100.00% |
16/12/2019 | 1.99% | 99.26 | 101.26 | 250,000 | 250,000 | 250,000 | 250,000 | 248,147 | 253,147 | 97.52% | 97.52% |
13/12/2019 | 2.00% | 99.24 | 101.24 | 250,000 | 250,000 | 250,000 | 250,000 | 248,085 | 253,085 | 98.37% | 98.37% |
12/12/2019 | 2.00% | 99.23 | 101.23 | 250,000 | 250,000 | 250,000 | 250,000 | 248,075 | 253,075 | 89.10% | 89.10% |
11/12/2019 | 2.00% | 99.22 | 101.22 | 250,000 | 250,000 | 250,000 | 250,000 | 248,050 | 253,050 | 100.00% | 100.00% |
10/12/2019 | 2.00% | 99.21 | 101.21 | 250,000 | 250,000 | 250,000 | 250,000 | 248,031 | 253,031 | 100.00% | 100.00% |