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 | 0.49% | 2.06 | 2.07 | 110,000 | 110,000 | 110,000 | 110,000 | 225,209 | 226,309 | 100.00% | 100.00% |
17/12/2020 | 0.49% | 2.03 | 2.04 | 200,000 | 200,000 | 120,822 | 120,822 | 246,528 | 247,736 | 98.12% | 98.12% |
16/12/2020 | 0.50% | 1.93 | 1.94 | 210,000 | 210,000 | 131,217 | 131,217 | 262,593 | 263,905 | 98.77% | 98.77% |
15/12/2020 | 0.55% | 1.81 | 1.82 | 210,000 | 210,000 | 131,208 | 131,208 | 236,222 | 237,534 | 98.90% | 98.90% |
14/12/2020 | 0.49% | 1.96 | 1.97 | 210,000 | 210,000 | 130,862 | 130,862 | 265,991 | 267,299 | 98.48% | 98.48% |
11/12/2020 | 0.59% | 1.79 | 1.80 | 210,000 | 210,000 | 131,148 | 131,148 | 224,237 | 225,549 | 98.55% | 98.55% |
10/12/2020 | 0.54% | 1.84 | 1.85 | 210,000 | 210,000 | 129,350 | 129,350 | 240,116 | 241,410 | 96.01% | 96.01% |
09/12/2020 | 0.49% | 1.91 | 1.92 | 210,000 | 210,000 | 131,462 | 131,462 | 264,014 | 265,329 | 95.18% | 95.18% |
08/12/2020 | 0.55% | 1.90 | 1.91 | 210,000 | 210,000 | 130,763 | 130,763 | 236,460 | 237,768 | 97.73% | 97.73% |