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 | - | - |
16/12/2020 | 3.26% | 0.31 | 0.32 | 150,000 | 150,000 | 150,000 | 149,994 | 45,541 | 47,039 | 99.99% | 99.99% |
15/12/2020 | 1.78% | 0.52 | 0.53 | 150,000 | 150,000 | 149,909 | 149,999 | 83,621 | 85,169 | 100.00% | 100.00% |
14/12/2020 | 1.57% | 0.64 | 0.65 | 150,000 | 150,000 | 150,000 | 150,000 | 94,817 | 96,317 | 100.00% | 100.00% |
11/12/2020 | 1.27% | 0.77 | 0.78 | 150,000 | 150,000 | 150,000 | 149,997 | 117,659 | 119,157 | 100.00% | 100.00% |
10/12/2020 | 1.76% | 0.57 | 0.58 | 150,000 | 150,000 | 150,000 | 150,000 | 85,062 | 86,562 | 100.00% | 100.00% |
09/12/2020 | 2.03% | 0.54 | 0.55 | 150,000 | 150,000 | 150,000 | 150,000 | 73,387 | 74,887 | 100.00% | 100.00% |
08/12/2020 | 1.53% | 0.61 | 0.62 | 150,000 | 150,000 | 149,996 | 149,991 | 97,589 | 99,086 | 100.00% | 100.00% |
07/12/2020 | 1.50% | 0.64 | 0.65 | 150,000 | 150,000 | 150,000 | 150,000 | 99,157 | 100,657 | 100.00% | 100.00% |
04/12/2020 | 1.52% | 0.63 | 0.64 | 150,000 | 150,000 | 150,000 | 150,000 | 98,141 | 99,641 | 100.00% | 100.00% |