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 | 0.16% | 6.42 | 6.43 | 30,000 | 30,000 | 30,000 | 30,000 | 192,594 | 192,894 | 100.00% | 100.00% |
17/12/2020 | 0.16% | 6.37 | 6.38 | 130,000 | 130,000 | 50,857 | 50,857 | 324,267 | 324,776 | 98.48% | 98.48% |
16/12/2020 | 0.16% | 6.22 | 6.23 | 130,000 | 130,000 | 51,094 | 51,094 | 317,489 | 318,000 | 98.74% | 98.74% |
15/12/2020 | 0.17% | 5.93 | 5.94 | 130,000 | 130,000 | 51,335 | 51,335 | 305,537 | 306,051 | 99.07% | 99.07% |
14/12/2020 | 0.16% | 6.07 | 6.08 | 130,000 | 130,000 | 50,831 | 50,831 | 311,431 | 311,939 | 98.32% | 98.32% |
11/12/2020 | 0.17% | 5.83 | 5.84 | 130,000 | 130,000 | 50,984 | 50,984 | 295,139 | 295,649 | 97.51% | 97.51% |
10/12/2020 | 0.17% | 6.00 | 6.01 | 130,000 | 130,000 | 50,509 | 50,509 | 301,382 | 301,887 | 96.78% | 96.78% |
09/12/2020 | 0.16% | 6.20 | 6.21 | 130,000 | 130,000 | 51,668 | 51,668 | 324,656 | 325,172 | 95.62% | 95.62% |
08/12/2020 | 0.17% | 6.16 | 6.17 | 130,000 | 130,000 | 51,127 | 51,127 | 310,350 | 310,861 | 98.30% | 98.30% |