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 | 0.90% | 1.12 | 1.13 | 30,000 | 30,000 | 30,000 | 30,000 | 33,209 | 33,509 | 100.00% | 100.00% |
17/12/2020 | 0.92% | 1.05 | 1.06 | 140,000 | 140,000 | 52,888 | 52,888 | 56,718 | 57,247 | 98.42% | 98.42% |
16/12/2020 | 1.06% | 0.92 | 0.93 | 140,000 | 140,000 | 53,278 | 53,278 | 49,259 | 49,791 | 98.85% | 98.85% |
15/12/2020 | 1.40% | 0.67 | 0.68 | 180,000 | 180,000 | 69,504 | 69,504 | 48,622 | 49,317 | 98.72% | 98.72% |
14/12/2020 | 1.16% | 0.80 | 0.81 | 170,000 | 170,000 | 67,480 | 67,480 | 58,678 | 59,353 | 98.82% | 98.82% |
11/12/2020 | 1.64% | 0.64 | 0.65 | 170,000 | 170,000 | 67,531 | 67,531 | 42,116 | 42,791 | 98.78% | 98.78% |
10/12/2020 | 1.27% | 0.79 | 0.80 | 170,000 | 170,000 | 67,279 | 67,279 | 52,469 | 53,142 | 98.36% | 98.36% |
09/12/2020 | 0.94% | 0.96 | 0.97 | 160,000 | 160,000 | 66,105 | 66,105 | 69,065 | 69,726 | 95.74% | 95.74% |
08/12/2020 | 1.15% | 0.95 | 0.96 | 160,000 | 160,000 | 65,617 | 65,617 | 57,826 | 58,482 | 99.09% | 99.09% |