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 | 1.01% | 0.99 | 1.00 | 600,000 | 200,000 | 600,000 | 200,000 | 592,691 | 199,564 | 100.00% | 100.00% |
17/12/2020 | 1.03% | 0.97 | 0.98 | 600,000 | 200,000 | 600,000 | 200,000 | 579,325 | 195,108 | 99.45% | 99.45% |
16/12/2020 | 1.06% | 0.94 | 0.95 | 600,000 | 200,000 | 600,000 | 200,000 | 563,135 | 189,712 | 99.44% | 99.44% |
15/12/2020 | 1.06% | 0.92 | 0.93 | 750,000 | 250,000 | 750,000 | 250,000 | 706,203 | 237,901 | 99.44% | 99.44% |
14/12/2020 | 1.14% | 0.91 | 0.92 | 750,000 | 250,000 | 750,000 | 250,000 | 652,899 | 220,133 | 99.44% | 99.44% |
11/12/2020 | 1.19% | 0.85 | 0.86 | 750,000 | 250,000 | 750,000 | 250,000 | 625,056 | 210,852 | 99.38% | 99.38% |
10/12/2020 | 1.20% | 0.86 | 0.87 | 750,000 | 250,000 | 750,000 | 250,000 | 620,367 | 209,289 | 99.44% | 99.44% |
09/12/2020 | 1.11% | 0.89 | 0.90 | 750,000 | 250,000 | 750,000 | 250,000 | 672,267 | 226,589 | 99.44% | 99.44% |
08/12/2020 | 1.09% | 0.89 | 0.90 | 750,000 | 250,000 | 750,000 | 250,000 | 687,326 | 231,609 | 99.45% | 99.45% |