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 | 0.93% | 1.07 | 1.08 | 510,000 | 510,000 | 510,000 | 510,000 | 548,902 | 554,002 | 98.27% | 98.27% |
17/12/2020 | 0.95% | 1.07 | 1.08 | 550,000 | 550,000 | 550,000 | 550,000 | 574,407 | 579,907 | 97.57% | 97.57% |
16/12/2020 | 1.25% | 0.79 | 0.80 | 690,000 | 690,000 | 690,000 | 690,000 | 551,014 | 557,914 | 96.71% | 96.71% |
15/12/2020 | 2.42% | 0.47 | 0.48 | 910,000 | 910,000 | 910,000 | 910,000 | 372,782 | 381,882 | 99.86% | 99.86% |
14/12/2020 | 2.81% | 0.35 | 0.36 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 352,491 | 362,491 | 99.88% | 99.88% |
11/12/2020 | 3.69% | 0.27 | 0.28 | 820,000 | 820,000 | 820,000 | 820,000 | 222,169 | 230,369 | 97.26% | 97.26% |
10/12/2020 | 2.01% | 0.47 | 0.48 | 770,000 | 770,000 | 770,000 | 770,000 | 386,137 | 393,837 | 99.36% | 99.36% |
09/12/2020 | 1.59% | 0.56 | 0.57 | 860,000 | 860,000 | 860,000 | 860,000 | 539,245 | 547,845 | 97.42% | 97.42% |
08/12/2020 | 2.18% | 0.48 | 0.49 | 890,000 | 890,000 | 890,000 | 890,000 | 404,672 | 413,572 | 99.28% | 99.28% |