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 | - | - |
30/12/2020 | 1.00% | 99.20 | 100.20 | 100,000 | 100,000 | 100,000 | 100,000 | 99,200 | 100,200 | 98.67% | 98.67% |
29/12/2020 | 1.00% | 99.20 | 100.20 | 100,000 | 100,000 | 100,000 | 100,000 | 99,200 | 100,200 | 99.51% | 99.51% |
28/12/2020 | 0.98% | 99.20 | 100.20 | 100,000 | 100,000 | 100,000 | 100,000 | 99,222 | 100,200 | 100.00% | 100.00% |
23/12/2020 | 1.00% | 99.40 | 100.40 | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 | 100,400 | 86.94% | 86.94% |
22/12/2020 | 1.00% | 99.40 | 100.40 | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 | 100,400 | 100.00% | 100.00% |
21/12/2020 | 0.95% | 99.45 | 100.40 | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 | 100,400 | 100.00% | 100.00% |
18/12/2020 | 1.00% | 99.50 | 100.50 | 100,000 | 100,000 | 100,000 | 100,000 | 99,500 | 100,500 | 94.25% | 94.25% |
17/12/2020 | 0.98% | 99.55 | 100.50 | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 | 100,535 | 100.00% | 100.00% |
16/12/2020 | 0.99% | 99.55 | 100.60 | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 | 100,538 | 96.14% | 96.14% |