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 | 2.34% | 0.44 | 0.45 | 125,000 | 125,000 | 125,000 | 125,000 | 52,733 | 53,983 | 100.00% | 100.00% |
17/12/2020 | 2.31% | 0.41 | 0.42 | 125,000 | 125,000 | 125,000 | 125,000 | 53,480 | 54,730 | 100.00% | 100.00% |
16/12/2020 | 2.17% | 0.45 | 0.46 | 125,000 | 125,000 | 125,000 | 125,000 | 56,988 | 58,238 | 100.00% | 100.00% |
15/12/2020 | 2.04% | 0.47 | 0.48 | 125,000 | 125,000 | 123,929 | 123,929 | 60,088 | 61,327 | 100.00% | 100.00% |
14/12/2020 | 1.96% | 0.51 | 0.52 | 100,000 | 100,000 | 103,917 | 103,917 | 52,430 | 53,470 | 100.00% | 100.00% |
11/12/2020 | 2.04% | 0.49 | 0.50 | 125,000 | 125,000 | 120,053 | 120,053 | 58,078 | 59,279 | 100.00% | 100.00% |
10/12/2020 | 2.21% | 0.45 | 0.46 | 125,000 | 125,000 | 125,023 | 125,023 | 56,100 | 57,351 | 100.00% | 100.00% |
09/12/2020 | 2.54% | 0.40 | 0.41 | 150,000 | 150,000 | 144,520 | 144,520 | 56,071 | 57,516 | 100.00% | 100.00% |
08/12/2020 | 2.38% | 0.43 | 0.44 | 125,000 | 125,000 | 125,781 | 125,781 | 52,256 | 53,514 | 100.00% | 100.00% |