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 | - | - |
05/01/2021 | 3.34% | 1.01 | 1.04 | 250,000 | 250,000 | 250,000 | 250,000 | 223,041 | 230,541 | 100.00% | 100.00% |
04/01/2021 | 6.20% | 0.81 | 0.84 | 250,000 | 250,000 | 249,998 | 249,998 | 122,942 | 130,442 | 100.00% | 100.00% |
30/12/2020 | 4.03% | 0.79 | 0.82 | 250,000 | 250,000 | 250,000 | 250,000 | 183,370 | 190,870 | 100.00% | 100.00% |
29/12/2020 | 5.22% | 0.70 | 0.73 | 250,000 | 250,000 | 249,999 | 250,000 | 141,899 | 149,400 | 100.00% | 100.00% |
28/12/2020 | 4.54% | 0.65 | 0.68 | 250,000 | 250,000 | 250,000 | 249,999 | 161,656 | 169,156 | 99.97% | 99.97% |
23/12/2020 | 0.79% | 1.12 | 1.13 | 250,000 | 250,000 | 249,999 | 250,000 | 318,072 | 320,573 | 100.00% | 100.00% |
22/12/2020 | 0.64% | 1.50 | 1.51 | 250,000 | 250,000 | 250,000 | 250,000 | 389,964 | 392,464 | 100.00% | 100.00% |
21/12/2020 | 0.53% | 1.82 | 1.83 | 250,000 | 250,000 | 249,988 | 249,999 | 473,735 | 476,256 | 99.99% | 99.99% |
18/12/2020 | 1.09% | 1.00 | 1.01 | 250,000 | 250,000 | 250,000 | 249,994 | 227,843 | 230,339 | 100.00% | 100.00% |