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 | - | - |
29/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
28/12/2020 | 2.06% | 0.90 | 0.92 | 2,500 | 2,500 | 9,688 | 2,500 | 9,192 | 2,412 | 2.64% | 2.64% |
23/12/2020 | 2.05% | 1.11 | 1.13 | 2,500 | 2,500 | 2,500 | 2,500 | 2,959 | 3,020 | 100.00% | 100.00% |
22/12/2020 | 2.04% | 1.28 | 1.31 | 2,500 | 2,500 | 2,500 | 2,500 | 3,261 | 3,328 | 100.00% | 100.00% |
21/12/2020 | 2.03% | 1.43 | 1.45 | 2,500 | 2,500 | 2,502 | 2,500 | 3,628 | 3,701 | 100.00% | 100.00% |
18/12/2020 | 2.04% | 1.04 | 1.07 | 2,500 | 2,500 | 2,500 | 2,500 | 2,507 | 2,559 | 100.00% | 100.00% |
17/12/2020 | 2.05% | 1.00 | 1.02 | 2,500 | 2,500 | 2,500 | 2,500 | 2,526 | 2,578 | 100.00% | 100.00% |
16/12/2020 | 2.04% | 1.14 | 1.16 | 2,500 | 2,500 | 2,500 | 2,500 | 2,839 | 2,897 | 100.00% | 100.00% |
15/12/2020 | 2.04% | 1.33 | 1.36 | 2,500 | 2,500 | 2,500 | 2,500 | 3,418 | 3,488 | 100.00% | 100.00% |