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 | 0.26% | 3.83 | 3.84 | 110,000 | 110,000 | 110,000 | 110,000 | 419,921 | 421,021 | 100.00% | 100.00% |
17/12/2020 | 0.26% | 3.80 | 3.81 | 210,000 | 210,000 | 130,841 | 130,841 | 498,482 | 499,791 | 98.15% | 98.15% |
16/12/2020 | 0.26% | 3.71 | 3.72 | 200,000 | 200,000 | 121,219 | 121,219 | 457,770 | 458,982 | 98.76% | 98.76% |
15/12/2020 | 0.28% | 3.59 | 3.60 | 200,000 | 200,000 | 121,155 | 121,155 | 433,884 | 435,096 | 98.83% | 98.83% |
14/12/2020 | 0.26% | 3.74 | 3.75 | 200,000 | 200,000 | 121,088 | 121,088 | 460,787 | 461,998 | 98.76% | 98.76% |
11/12/2020 | 0.29% | 3.57 | 3.58 | 210,000 | 210,000 | 131,312 | 131,312 | 456,188 | 457,501 | 98.82% | 98.82% |
10/12/2020 | 0.28% | 3.62 | 3.63 | 210,000 | 210,000 | 130,682 | 130,682 | 472,841 | 474,147 | 97.25% | 97.25% |
09/12/2020 | 0.26% | 3.67 | 3.68 | 210,000 | 210,000 | 131,528 | 131,528 | 495,955 | 497,270 | 95.16% | 95.16% |
08/12/2020 | 0.28% | 3.66 | 3.67 | 210,000 | 210,000 | 130,844 | 130,844 | 466,310 | 467,618 | 96.84% | 96.84% |