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 | - | - |
28/12/2020 | - | 0.30 | - | 150,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23/12/2020 | 1.64% | 0.53 | 0.58 | 150,000 | 150,000 | 149,980 | 149,933 | 91,075 | 92,545 | 94.57% | 100.00% |
22/12/2020 | 1.33% | 0.72 | 0.73 | 150,000 | 150,000 | 149,882 | 149,996 | 112,264 | 113,853 | 100.00% | 100.00% |
21/12/2020 | 1.09% | 0.89 | 0.90 | 150,000 | 150,000 | 150,000 | 150,000 | 138,110 | 139,610 | 99.99% | 99.99% |
18/12/2020 | 2.28% | 0.48 | 0.49 | 150,000 | 150,000 | 149,922 | 150,000 | 65,290 | 66,825 | 84.56% | 99.74% |
17/12/2020 | 2.23% | 0.44 | 0.45 | 150,000 | 150,000 | 149,976 | 149,988 | 66,550 | 68,056 | 100.00% | 100.00% |
16/12/2020 | 1.71% | 0.58 | 0.59 | 150,000 | 150,000 | 150,000 | 149,984 | 86,877 | 88,368 | 100.00% | 100.00% |
15/12/2020 | 1.19% | 0.79 | 0.80 | 150,000 | 150,000 | 150,000 | 150,000 | 125,021 | 126,521 | 99.99% | 99.99% |
14/12/2020 | 1.10% | 0.91 | 0.92 | 150,000 | 150,000 | 150,000 | 150,000 | 136,171 | 137,671 | 100.00% | 100.00% |