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 | 0.18% | 5.59 | 5.60 | 110,000 | 110,000 | 110,000 | 110,000 | 613,536 | 614,636 | 100.00% | 100.00% |
17/12/2020 | 0.18% | 5.56 | 5.57 | 210,000 | 210,000 | 130,688 | 130,688 | 727,381 | 728,688 | 97.91% | 97.91% |
16/12/2020 | 0.18% | 5.46 | 5.47 | 210,000 | 210,000 | 131,108 | 131,108 | 725,454 | 726,765 | 98.63% | 98.63% |
15/12/2020 | 0.19% | 5.35 | 5.36 | 210,000 | 210,000 | 131,289 | 131,289 | 701,625 | 702,938 | 99.00% | 99.00% |
14/12/2020 | 0.18% | 5.50 | 5.51 | 210,000 | 210,000 | 130,765 | 130,765 | 728,186 | 729,494 | 98.34% | 98.34% |
11/12/2020 | 0.19% | 5.34 | 5.35 | 210,000 | 210,000 | 131,358 | 131,358 | 688,756 | 690,070 | 97.59% | 97.59% |
10/12/2020 | 0.18% | 5.38 | 5.39 | 210,000 | 210,000 | 130,834 | 130,834 | 705,985 | 707,294 | 98.42% | 98.42% |
09/12/2020 | 0.18% | 5.46 | 5.47 | 210,000 | 210,000 | 131,616 | 131,616 | 731,134 | 732,451 | 95.56% | 95.56% |
08/12/2020 | 0.19% | 5.44 | 5.45 | 210,000 | 210,000 | 131,286 | 131,286 | 702,274 | 703,587 | 98.79% | 98.79% |