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 | 0.09% | 11.73 | 11.74 | 30,000 | 30,000 | 30,000 | 30,000 | 352,070 | 352,370 | 100.00% | 100.00% |
17/12/2020 | 0.09% | 11.69 | 11.70 | 130,000 | 130,000 | 50,876 | 50,876 | 594,529 | 595,038 | 98.50% | 98.50% |
16/12/2020 | 0.09% | 11.53 | 11.54 | 130,000 | 130,000 | 51,190 | 51,190 | 589,998 | 590,510 | 98.86% | 98.86% |
15/12/2020 | 0.09% | 11.25 | 11.26 | 130,000 | 130,000 | 51,107 | 51,107 | 576,083 | 576,594 | 98.78% | 98.78% |
14/12/2020 | 0.09% | 11.40 | 11.41 | 130,000 | 130,000 | 51,020 | 51,020 | 584,342 | 584,852 | 98.62% | 98.62% |
11/12/2020 | 0.09% | 11.18 | 11.19 | 130,000 | 130,000 | 51,352 | 51,352 | 571,403 | 571,916 | 98.84% | 98.84% |
10/12/2020 | 0.09% | 11.34 | 11.35 | 130,000 | 130,000 | 51,007 | 51,007 | 576,431 | 576,941 | 98.31% | 98.31% |
09/12/2020 | 0.09% | 11.56 | 11.57 | 130,000 | 130,000 | 51,414 | 51,414 | 597,453 | 597,967 | 95.33% | 95.33% |
08/12/2020 | 0.09% | 11.49 | 11.50 | 130,000 | 130,000 | 51,027 | 51,027 | 581,952 | 582,463 | 98.37% | 98.37% |