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 | 3.54% | 0.29 | 0.30 | 120,000 | 120,000 | 120,000 | 120,000 | 33,425 | 34,625 | 100.00% | 100.00% |
17/12/2020 | 3.14% | 0.30 | 0.31 | 290,000 | 290,000 | 179,088 | 179,088 | 56,362 | 58,153 | 98.07% | 98.07% |
16/12/2020 | 3.14% | 0.26 | 0.27 | 290,000 | 290,000 | 179,623 | 179,623 | 55,487 | 57,283 | 98.72% | 98.72% |
15/12/2020 | 4.27% | 0.20 | 0.21 | 400,000 | 400,000 | 242,372 | 242,372 | 54,798 | 57,222 | 98.87% | 98.87% |
14/12/2020 | 2.47% | 0.34 | 0.35 | 350,000 | 350,000 | 215,897 | 215,897 | 86,230 | 88,389 | 98.78% | 98.78% |
11/12/2020 | 3.85% | 0.29 | 0.30 | 360,000 | 360,000 | 218,355 | 218,355 | 56,676 | 58,859 | 99.02% | 99.02% |
10/12/2020 | 2.93% | 0.34 | 0.35 | 340,000 | 340,000 | 200,920 | 200,920 | 67,477 | 69,486 | 95.18% | 95.18% |
09/12/2020 | 2.25% | 0.37 | 0.38 | 320,000 | 320,000 | 193,364 | 193,364 | 83,651 | 85,585 | 94.47% | 94.47% |
08/12/2020 | 3.04% | 0.38 | 0.39 | 350,000 | 350,000 | 211,700 | 211,700 | 70,022 | 72,139 | 95.76% | 95.76% |