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 | 0.26% | 3.88 | 3.89 | 100,000 | 100,000 | 100,000 | 100,000 | 389,288 | 390,288 | 91.59% | 91.59% |
17/12/2020 | 0.26% | 3.97 | 3.98 | 100,000 | 100,000 | 99,995 | 99,999 | 390,450 | 391,465 | 79.33% | 79.33% |
16/12/2020 | 0.27% | 3.70 | 3.71 | 100,000 | 100,000 | 100,000 | 100,000 | 370,896 | 371,896 | 78.50% | 78.50% |
15/12/2020 | 0.28% | 3.61 | 3.62 | 100,000 | 100,000 | 100,000 | 100,000 | 360,933 | 361,933 | 80.63% | 80.63% |
14/12/2020 | 0.29% | 3.44 | 3.45 | 100,000 | 100,000 | 100,000 | 100,000 | 343,734 | 344,734 | 76.70% | 76.70% |
11/12/2020 | 0.28% | 3.61 | 3.62 | 100,000 | 100,000 | 100,000 | 100,000 | 352,305 | 353,305 | 76.49% | 76.49% |
10/12/2020 | 0.28% | 3.50 | 3.51 | 100,000 | 100,000 | 100,000 | 100,000 | 353,029 | 354,029 | 76.57% | 76.57% |
09/12/2020 | 0.27% | 3.64 | 3.65 | 100,000 | 100,000 | 100,000 | 100,000 | 370,580 | 371,580 | 75.62% | 75.62% |
08/12/2020 | 0.26% | 3.80 | 3.81 | 100,000 | 100,000 | 100,000 | 100,000 | 378,617 | 379,617 | 81.87% | 81.87% |