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 | - | - |
30/12/2020 | 7.86% | 0.12 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 18,730 | 20,230 | 100.00% | 100.00% |
29/12/2020 | 4.78% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 30,711 | 32,211 | 98.92% | 98.92% |
28/12/2020 | 5.06% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 150,000 | 29,415 | 30,915 | 99.66% | 99.66% |
23/12/2020 | 3.80% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 39,724 | 41,224 | 99.92% | 99.92% |
22/12/2020 | 3.26% | 0.36 | 0.37 | 150,000 | 150,000 | 150,000 | 150,000 | 45,559 | 47,059 | 97.84% | 97.84% |
21/12/2020 | 2.42% | 0.37 | 0.38 | 150,000 | 150,000 | 150,000 | 150,000 | 61,612 | 63,112 | 99.99% | 99.99% |
18/12/2020 | 4.63% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 150,000 | 31,838 | 33,338 | 100.00% | 100.00% |
17/12/2020 | 6.69% | 0.14 | 0.16 | 150,000 | 150,000 | 150,000 | 150,000 | 21,867 | 23,367 | 99.78% | 99.78% |
16/12/2020 | 4.58% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 150,000 | 32,097 | 33,597 | 99.98% | 99.98% |