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 | 1.36% | 3.66 | 3.71 | 15,000 | 15,000 | 15,000 | 15,000 | 54,696 | 55,446 | 100.00% | 100.00% |
19/12/2019 | 1.40% | 3.53 | 3.58 | 15,000 | 15,000 | 15,000 | 15,000 | 53,094 | 53,844 | 99.79% | 99.79% |
18/12/2019 | 1.39% | 3.57 | 3.62 | 15,000 | 15,000 | 15,000 | 15,000 | 53,772 | 54,522 | 100.00% | 100.00% |
17/12/2019 | 1.40% | 3.55 | 3.60 | 15,000 | 15,000 | 15,000 | 15,000 | 53,158 | 53,908 | 99.61% | 99.61% |
16/12/2019 | 1.42% | 3.50 | 3.55 | 15,000 | 15,000 | 15,000 | 15,000 | 52,533 | 53,283 | 98.54% | 98.54% |
13/12/2019 | 1.43% | 3.48 | 3.53 | 15,000 | 15,000 | 15,000 | 15,000 | 51,944 | 52,694 | 100.00% | 100.00% |
12/12/2019 | 1.25% | 3.28 | 3.32 | 15,000 | 15,000 | 15,000 | 15,000 | 47,589 | 48,189 | 99.72% | 99.72% |
11/12/2019 | 1.30% | 3.12 | 3.16 | 15,000 | 15,000 | 15,000 | 15,000 | 46,009 | 46,609 | 99.48% | 99.48% |
10/12/2019 | 1.33% | 3.03 | 3.07 | 15,000 | 15,000 | 15,000 | 15,000 | 44,970 | 45,570 | 100.00% | 100.00% |