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 | 2.57% | 0.38 | 0.39 | 150,000 | 150,000 | 149,805 | 149,962 | 57,507 | 59,067 | 100.00% | 100.00% |
17/12/2020 | 2.38% | 0.41 | 0.42 | 125,000 | 125,000 | 124,932 | 125,000 | 51,868 | 53,146 | 100.00% | 100.00% |
16/12/2020 | 2.05% | 0.48 | 0.49 | 125,000 | 125,000 | 124,219 | 124,219 | 59,880 | 61,122 | 100.00% | 100.00% |
15/12/2020 | 2.32% | 0.43 | 0.44 | 125,000 | 125,000 | 125,016 | 125,016 | 53,232 | 54,482 | 100.00% | 100.00% |
14/12/2020 | 2.68% | 0.38 | 0.39 | 150,000 | 150,000 | 149,890 | 150,000 | 55,122 | 56,659 | 100.00% | 100.00% |
11/12/2020 | 2.54% | 0.39 | 0.40 | 150,000 | 150,000 | 141,610 | 141,655 | 54,899 | 56,334 | 100.00% | 100.00% |
10/12/2020 | 2.16% | 0.41 | 0.42 | 125,000 | 125,000 | 122,904 | 122,904 | 56,481 | 57,710 | 100.00% | 100.00% |
09/12/2020 | 1.98% | 0.50 | 0.51 | 100,000 | 100,000 | 105,202 | 105,202 | 52,442 | 53,494 | 100.00% | 100.00% |
08/12/2020 | 1.97% | 0.47 | 0.48 | 100,000 | 100,000 | 116,059 | 108,366 | 59,013 | 55,697 | 97.81% | 97.81% |