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 | - | - |
04/01/2021 | 0.48% | 92.05 | 92.50 | 500,000 | 500,000 | 500,000 | 500,000 | 463,611 | 465,861 | 100.00% | 100.00% |
30/12/2020 | 0.49% | 92.55 | 93.00 | 500,000 | 500,000 | 500,000 | 500,000 | 460,401 | 462,651 | 100.00% | 100.00% |
29/12/2020 | 0.49% | 92.15 | 92.60 | 500,000 | 500,000 | 500,000 | 500,000 | 460,306 | 462,556 | 100.00% | 100.00% |
28/12/2020 | 0.49% | 92.10 | 92.55 | 500,000 | 500,000 | 500,000 | 500,000 | 458,993 | 461,243 | 100.00% | 100.00% |
23/12/2020 | 0.49% | 90.65 | 91.10 | 500,000 | 500,000 | 500,000 | 500,000 | 453,483 | 455,733 | 100.00% | 100.00% |
22/12/2020 | 0.50% | 90.60 | 91.05 | 500,000 | 500,000 | 500,000 | 500,000 | 450,647 | 452,897 | 100.00% | 100.00% |
21/12/2020 | 0.50% | 89.10 | 89.55 | 500,000 | 500,000 | 500,000 | 500,000 | 444,598 | 446,848 | 100.00% | 100.00% |
18/12/2020 | 0.49% | 90.95 | 91.40 | 500,000 | 500,000 | 500,000 | 500,000 | 455,733 | 457,983 | 100.00% | 100.00% |
17/12/2020 | 0.49% | 91.40 | 91.85 | 500,000 | 500,000 | 500,000 | 500,000 | 457,098 | 459,348 | 100.00% | 100.00% |