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 | 0.86% | 1.17 | 1.18 | 100,000 | 100,000 | 100,000 | 100,000 | 115,643 | 116,643 | 100.00% | 100.00% |
17/12/2020 | 0.87% | 1.14 | 1.15 | 210,000 | 210,000 | 130,736 | 130,736 | 150,660 | 151,967 | 98.01% | 98.01% |
16/12/2020 | 0.89% | 1.05 | 1.06 | 210,000 | 210,000 | 131,091 | 131,091 | 146,405 | 147,716 | 98.62% | 98.62% |
15/12/2020 | 1.06% | 0.93 | 0.94 | 220,000 | 220,000 | 133,232 | 133,232 | 123,717 | 125,049 | 98.79% | 98.79% |
14/12/2020 | 0.86% | 1.09 | 1.10 | 230,000 | 230,000 | 142,935 | 142,935 | 166,438 | 167,868 | 98.44% | 98.44% |
11/12/2020 | 1.14% | 0.95 | 0.96 | 230,000 | 230,000 | 143,204 | 143,204 | 126,092 | 127,524 | 98.36% | 98.36% |
10/12/2020 | 0.97% | 1.01 | 1.02 | 230,000 | 230,000 | 142,406 | 142,406 | 145,084 | 146,508 | 97.73% | 97.73% |
09/12/2020 | 0.85% | 1.07 | 1.08 | 230,000 | 230,000 | 143,566 | 143,566 | 166,670 | 168,106 | 95.27% | 95.27% |
08/12/2020 | 1.02% | 1.06 | 1.07 | 230,000 | 230,000 | 143,183 | 143,183 | 141,132 | 142,564 | 98.53% | 98.53% |