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 | 0.22% | 4.65 | 4.66 | 30,000 | 30,000 | 30,000 | 30,000 | 139,381 | 139,681 | 100.00% | 100.00% |
17/12/2020 | 0.22% | 4.59 | 4.60 | 130,000 | 130,000 | 50,859 | 50,859 | 234,178 | 234,687 | 98.48% | 98.48% |
16/12/2020 | 0.22% | 4.44 | 4.45 | 130,000 | 130,000 | 51,061 | 51,061 | 226,841 | 227,351 | 98.73% | 98.73% |
15/12/2020 | 0.24% | 4.16 | 4.17 | 130,000 | 130,000 | 51,217 | 51,217 | 214,049 | 214,562 | 98.90% | 98.90% |
14/12/2020 | 0.23% | 4.29 | 4.30 | 130,000 | 130,000 | 51,054 | 51,054 | 222,447 | 222,957 | 98.61% | 98.61% |
11/12/2020 | 0.25% | 4.06 | 4.07 | 130,000 | 130,000 | 50,994 | 50,994 | 204,944 | 205,454 | 98.17% | 98.17% |
10/12/2020 | 0.24% | 4.23 | 4.24 | 130,000 | 130,000 | 50,762 | 50,762 | 213,047 | 213,555 | 97.35% | 97.35% |
09/12/2020 | 0.22% | 4.43 | 4.44 | 130,000 | 130,000 | 51,745 | 51,745 | 233,388 | 233,905 | 95.58% | 95.58% |
08/12/2020 | 0.23% | 4.38 | 4.39 | 130,000 | 130,000 | 51,040 | 51,040 | 219,392 | 219,902 | 98.17% | 98.17% |