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 | 0.35% | 2.89 | 2.90 | 30,000 | 30,000 | 30,000 | 30,000 | 86,296 | 86,596 | 100.00% | 100.00% |
17/12/2020 | 0.35% | 2.82 | 2.83 | 130,000 | 130,000 | 50,778 | 50,778 | 144,080 | 144,588 | 98.38% | 98.38% |
16/12/2020 | 0.37% | 2.67 | 2.68 | 130,000 | 130,000 | 51,049 | 51,049 | 136,589 | 137,100 | 98.71% | 98.71% |
15/12/2020 | 0.41% | 2.39 | 2.40 | 140,000 | 140,000 | 53,375 | 53,375 | 128,725 | 129,259 | 98.94% | 98.94% |
14/12/2020 | 0.39% | 2.52 | 2.53 | 130,000 | 130,000 | 51,047 | 51,047 | 132,209 | 132,720 | 98.70% | 98.70% |
11/12/2020 | 0.45% | 2.29 | 2.30 | 140,000 | 140,000 | 53,209 | 53,209 | 120,243 | 120,775 | 98.38% | 98.38% |
10/12/2020 | 0.41% | 2.47 | 2.48 | 140,000 | 140,000 | 52,636 | 52,636 | 128,403 | 128,929 | 97.82% | 97.82% |
09/12/2020 | 0.36% | 2.66 | 2.67 | 130,000 | 130,000 | 51,742 | 51,742 | 142,283 | 142,801 | 95.72% | 95.72% |
08/12/2020 | 0.40% | 2.63 | 2.64 | 140,000 | 140,000 | 53,393 | 53,393 | 135,930 | 136,464 | 98.92% | 98.92% |