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 | 0.12% | 8.20 | 8.21 | 30,000 | 30,000 | 30,000 | 30,000 | 245,873 | 246,173 | 100.00% | 100.00% |
17/12/2020 | 0.12% | 8.14 | 8.15 | 130,000 | 130,000 | 50,886 | 50,886 | 414,725 | 415,234 | 98.52% | 98.52% |
16/12/2020 | 0.12% | 7.99 | 8.00 | 130,000 | 130,000 | 51,195 | 51,195 | 408,947 | 409,459 | 98.87% | 98.87% |
15/12/2020 | 0.13% | 7.71 | 7.72 | 130,000 | 130,000 | 51,311 | 51,311 | 396,524 | 397,038 | 99.04% | 99.04% |
14/12/2020 | 0.13% | 7.85 | 7.86 | 130,000 | 130,000 | 50,792 | 50,792 | 401,692 | 402,200 | 98.33% | 98.33% |
11/12/2020 | 0.13% | 7.62 | 7.63 | 130,000 | 130,000 | 51,338 | 51,338 | 388,832 | 389,345 | 98.74% | 98.74% |
10/12/2020 | 0.13% | 7.79 | 7.80 | 130,000 | 130,000 | 51,065 | 51,065 | 395,946 | 396,457 | 98.45% | 98.45% |
09/12/2020 | 0.12% | 8.00 | 8.01 | 130,000 | 130,000 | 51,585 | 51,585 | 415,964 | 416,480 | 95.45% | 95.45% |
08/12/2020 | 0.13% | 7.93 | 7.94 | 130,000 | 130,000 | 50,709 | 50,709 | 397,875 | 398,382 | 97.58% | 97.58% |