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 | - | - |
18/12/2020 | - | 0.01 | 0.02 | 500,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.53% |
17/12/2020 | 97.33% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,828 | 21,022 | 99.44% | 99.44% |
16/12/2020 | 21.36% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 42,582 | 52,582 | 99.91% | 99.91% |
15/12/2020 | 5.90% | 0.14 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 167,368 | 177,368 | 99.91% | 99.91% |
14/12/2020 | 3.88% | 0.26 | 0.27 | 860,000 | 860,000 | 860,000 | 860,000 | 218,766 | 227,366 | 99.86% | 99.86% |
11/12/2020 | 2.19% | 0.43 | 0.44 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 461,777 | 471,777 | 97.26% | 97.26% |
10/12/2020 | 3.87% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 255,950 | 265,950 | 99.38% | 99.38% |
09/12/2020 | 4.27% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 229,659 | 239,659 | 97.42% | 97.42% |
08/12/2020 | 2.69% | 0.32 | 0.33 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 367,768 | 377,768 | 99.28% | 99.28% |