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 | 0.34% | 2.95 | 2.96 | 110,000 | 110,000 | 110,000 | 110,000 | 322,909 | 324,009 | 100.00% | 100.00% |
17/12/2020 | 0.34% | 2.92 | 2.93 | 210,000 | 210,000 | 130,848 | 130,848 | 383,186 | 384,494 | 98.15% | 98.15% |
16/12/2020 | 0.34% | 2.83 | 2.84 | 200,000 | 200,000 | 121,140 | 121,140 | 350,206 | 351,418 | 98.69% | 98.69% |
15/12/2020 | 0.37% | 2.70 | 2.71 | 200,000 | 200,000 | 121,384 | 121,384 | 326,559 | 327,773 | 99.12% | 99.12% |
14/12/2020 | 0.34% | 2.85 | 2.86 | 210,000 | 210,000 | 131,119 | 131,119 | 382,657 | 383,968 | 98.78% | 98.78% |
11/12/2020 | 0.39% | 2.68 | 2.69 | 210,000 | 210,000 | 131,381 | 131,381 | 340,082 | 341,395 | 98.84% | 98.84% |
10/12/2020 | 0.36% | 2.73 | 2.74 | 210,000 | 210,000 | 130,519 | 130,519 | 356,773 | 358,078 | 97.79% | 97.79% |
09/12/2020 | 0.34% | 2.79 | 2.80 | 210,000 | 210,000 | 131,677 | 131,677 | 380,406 | 381,723 | 95.65% | 95.65% |
08/12/2020 | 0.37% | 2.77 | 2.78 | 210,000 | 210,000 | 131,342 | 131,342 | 352,194 | 353,507 | 98.28% | 98.28% |