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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/12/2020 | 0.53% | 1.92 | 1.93 | 260,000 | 260,000 | 260,000 | 260,000 | 490,335 | 492,935 | 98.77% | 98.77% |
16/12/2020 | 0.61% | 1.69 | 1.70 | 260,000 | 260,000 | 260,000 | 260,000 | 422,352 | 424,952 | 99.94% | 99.94% |
15/12/2020 | 0.66% | 1.48 | 1.49 | 260,000 | 260,000 | 260,000 | 260,000 | 393,790 | 396,390 | 99.98% | 99.98% |
14/12/2020 | 0.62% | 1.60 | 1.61 | 260,000 | 260,000 | 260,000 | 260,000 | 415,297 | 417,897 | 100.00% | 100.00% |
11/12/2020 | 0.64% | 1.64 | 1.65 | 260,000 | 260,000 | 260,000 | 260,000 | 404,466 | 407,066 | 99.99% | 99.99% |
10/12/2020 | 0.58% | 1.66 | 1.67 | 260,000 | 260,000 | 260,000 | 260,000 | 447,777 | 450,377 | 99.93% | 99.93% |
09/12/2020 | 0.59% | 1.68 | 1.69 | 260,000 | 260,000 | 260,000 | 260,000 | 442,027 | 444,627 | 99.22% | 99.22% |
08/12/2020 | 0.67% | 1.59 | 1.60 | 270,000 | 270,000 | 270,000 | 270,000 | 401,690 | 404,390 | 100.00% | 100.00% |