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 | - | 0.26 | - | 150,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 95.69% |
23/12/2020 | 1.84% | 0.46 | 0.51 | 150,000 | 150,000 | 150,000 | 150,000 | 80,831 | 82,331 | 94.57% | 100.00% |
22/12/2020 | 1.48% | 0.64 | 0.65 | 150,000 | 150,000 | 150,000 | 149,999 | 100,531 | 102,030 | 100.00% | 100.00% |
21/12/2020 | 1.21% | 0.80 | 0.81 | 150,000 | 150,000 | 149,996 | 150,000 | 124,446 | 125,950 | 99.99% | 99.99% |
18/12/2020 | 2.61% | 0.42 | 0.43 | 150,000 | 150,000 | 150,000 | 150,000 | 56,989 | 58,489 | 76.26% | 99.64% |
17/12/2020 | 2.54% | 0.38 | 0.39 | 150,000 | 150,000 | 150,000 | 150,000 | 58,363 | 59,863 | 100.00% | 100.00% |
16/12/2020 | 1.92% | 0.52 | 0.53 | 150,000 | 150,000 | 150,000 | 150,000 | 77,409 | 78,909 | 99.99% | 99.99% |
15/12/2020 | 1.32% | 0.71 | 0.72 | 150,000 | 150,000 | 150,000 | 149,977 | 112,865 | 114,347 | 100.00% | 100.00% |
14/12/2020 | 1.21% | 0.83 | 0.84 | 150,000 | 150,000 | 150,000 | 150,000 | 123,245 | 124,745 | 100.00% | 100.00% |