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 | 1.68% | 0.59 | 0.60 | 600,000 | 200,000 | 600,000 | 200,000 | 353,736 | 119,912 | 100.00% | 100.00% |
17/12/2020 | 1.75% | 0.57 | 0.58 | 600,000 | 200,000 | 600,000 | 200,000 | 340,751 | 115,584 | 99.44% | 99.44% |
16/12/2020 | 1.83% | 0.54 | 0.55 | 600,000 | 200,000 | 600,000 | 200,000 | 324,397 | 110,132 | 99.45% | 99.45% |
15/12/2020 | 1.83% | 0.52 | 0.53 | 750,000 | 250,000 | 750,000 | 250,000 | 407,025 | 138,175 | 99.44% | 99.44% |
14/12/2020 | 2.10% | 0.51 | 0.52 | 750,000 | 250,000 | 750,000 | 250,000 | 353,590 | 120,363 | 99.44% | 99.44% |
11/12/2020 | 2.28% | 0.45 | 0.46 | 750,000 | 250,000 | 750,000 | 250,000 | 325,105 | 110,868 | 99.39% | 99.39% |
10/12/2020 | 2.32% | 0.46 | 0.47 | 750,000 | 250,000 | 750,000 | 250,000 | 320,535 | 109,345 | 99.44% | 99.44% |
09/12/2020 | 1.99% | 0.49 | 0.50 | 750,000 | 250,000 | 750,000 | 250,000 | 372,576 | 126,692 | 99.44% | 99.44% |
08/12/2020 | 1.92% | 0.49 | 0.50 | 750,000 | 250,000 | 750,000 | 250,000 | 387,312 | 131,604 | 99.44% | 99.44% |