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 | 1.12% | 0.88 | 0.89 | 600,000 | 100,000 | 600,000 | 100,000 | 532,589 | 89,765 | 100.00% | 100.00% |
17/12/2020 | 1.17% | 0.88 | 0.89 | 600,000 | 100,000 | 600,000 | 100,000 | 510,692 | 86,115 | 99.78% | 99.78% |
16/12/2020 | 1.33% | 0.76 | 0.77 | 600,000 | 100,000 | 600,000 | 100,000 | 447,480 | 75,580 | 99.97% | 99.97% |
15/12/2020 | 1.26% | 0.78 | 0.79 | 600,000 | 100,000 | 600,000 | 100,000 | 472,104 | 79,684 | 100.00% | 100.00% |
14/12/2020 | 1.29% | 0.78 | 0.79 | 600,000 | 100,000 | 600,000 | 100,000 | 462,920 | 78,153 | 99.76% | 99.76% |
11/12/2020 | 1.28% | 0.78 | 0.79 | 600,000 | 100,000 | 600,000 | 100,000 | 464,620 | 78,437 | 100.00% | 100.00% |
10/12/2020 | 1.24% | 0.77 | 0.78 | 600,000 | 100,000 | 600,000 | 100,000 | 479,392 | 80,899 | 99.88% | 99.88% |
09/12/2020 | 1.25% | 0.78 | 0.79 | 600,000 | 100,000 | 600,000 | 100,000 | 475,470 | 80,245 | 99.96% | 99.96% |
08/12/2020 | 1.32% | 0.77 | 0.78 | 600,000 | 100,000 | 600,000 | 100,000 | 450,317 | 76,053 | 100.00% | 100.00% |