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 | - | - |
23/12/2020 | 1.17% | 0.70 | 0.71 | 250,000 | 250,000 | 250,000 | 249,999 | 214,091 | 216,590 | 100.00% | 100.00% |
22/12/2020 | 0.87% | 1.09 | 1.10 | 250,000 | 250,000 | 250,000 | 250,000 | 286,003 | 288,503 | 100.00% | 100.00% |
21/12/2020 | 0.68% | 1.41 | 1.42 | 250,000 | 250,000 | 249,994 | 249,985 | 369,930 | 372,415 | 99.99% | 99.99% |
18/12/2020 | 2.01% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 250,000 | 123,846 | 126,346 | 100.00% | 100.00% |
17/12/2020 | 1.92% | 0.50 | 0.51 | 250,000 | 250,000 | 249,982 | 249,991 | 129,099 | 131,603 | 100.00% | 100.00% |
16/12/2020 | 1.26% | 0.80 | 0.81 | 250,000 | 250,000 | 249,999 | 249,991 | 197,699 | 200,193 | 100.00% | 100.00% |
15/12/2020 | 0.77% | 1.21 | 1.22 | 250,000 | 250,000 | 250,000 | 250,000 | 324,494 | 326,994 | 100.00% | 100.00% |
14/12/2020 | 0.69% | 1.46 | 1.47 | 250,000 | 250,000 | 250,000 | 250,000 | 360,950 | 363,450 | 100.00% | 100.00% |
11/12/2020 | 0.57% | 1.72 | 1.73 | 250,000 | 250,000 | 250,000 | 250,000 | 436,603 | 439,103 | 100.00% | 100.00% |