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 | 5.51% | 0.18 | 0.20 | 150,000 | 150,000 | 150,000 | 149,996 | 26,937 | 28,436 | 96.87% | 99.99% |
15/12/2020 | 2.32% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 64,105 | 65,605 | 99.99% | 99.99% |
14/12/2020 | 1.99% | 0.51 | 0.52 | 150,000 | 150,000 | 150,000 | 150,000 | 74,733 | 76,233 | 100.00% | 100.00% |
11/12/2020 | 1.54% | 0.63 | 0.64 | 150,000 | 150,000 | 150,000 | 150,000 | 97,112 | 98,612 | 100.00% | 100.00% |
10/12/2020 | 2.29% | 0.44 | 0.45 | 150,000 | 150,000 | 150,000 | 150,000 | 65,272 | 66,772 | 99.99% | 99.99% |
09/12/2020 | 2.76% | 0.40 | 0.41 | 150,000 | 150,000 | 150,000 | 150,000 | 53,650 | 55,150 | 100.00% | 100.00% |
08/12/2020 | 1.93% | 0.47 | 0.48 | 150,000 | 150,000 | 150,000 | 150,000 | 77,203 | 78,703 | 100.00% | 100.00% |
07/12/2020 | 1.89% | 0.50 | 0.51 | 150,000 | 150,000 | 150,000 | 150,000 | 78,765 | 80,265 | 100.00% | 100.00% |
04/12/2020 | 1.91% | 0.50 | 0.51 | 150,000 | 150,000 | 150,000 | 150,000 | 77,738 | 79,238 | 100.00% | 100.00% |