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 | 0.10% | 9.96 | 9.97 | 30,000 | 30,000 | 30,000 | 30,000 | 298,972 | 299,272 | 100.00% | 100.00% |
17/12/2020 | 0.10% | 9.91 | 9.92 | 130,000 | 130,000 | 50,886 | 50,886 | 504,679 | 505,188 | 98.52% | 98.52% |
16/12/2020 | 0.10% | 9.76 | 9.77 | 130,000 | 130,000 | 51,121 | 51,121 | 498,795 | 499,306 | 98.78% | 98.78% |
15/12/2020 | 0.11% | 9.48 | 9.49 | 130,000 | 130,000 | 51,236 | 51,236 | 486,716 | 487,228 | 98.94% | 98.94% |
14/12/2020 | 0.10% | 9.62 | 9.63 | 130,000 | 130,000 | 51,152 | 51,152 | 495,166 | 495,678 | 98.68% | 98.68% |
11/12/2020 | 0.11% | 9.40 | 9.41 | 130,000 | 130,000 | 51,384 | 51,384 | 480,441 | 480,955 | 98.69% | 98.69% |
10/12/2020 | 0.10% | 9.56 | 9.57 | 130,000 | 130,000 | 51,060 | 51,060 | 486,430 | 486,941 | 98.42% | 98.42% |
09/12/2020 | 0.10% | 9.78 | 9.79 | 130,000 | 130,000 | 51,487 | 51,487 | 506,847 | 507,362 | 95.41% | 95.41% |
08/12/2020 | 0.10% | 9.71 | 9.72 | 130,000 | 130,000 | 51,254 | 51,254 | 493,366 | 493,879 | 98.28% | 98.28% |