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 | 9.58% | 0.11 | 0.12 | 225,000 | 75,000 | 224,984 | 75,000 | 22,931 | 8,394 | 99.75% | 99.75% |
17/12/2020 | 19.09% | 0.07 | 0.08 | 300,000 | 100,000 | 355,427 | 118,476 | 17,980 | 7,178 | 99.98% | 99.98% |
16/12/2020 | 16.70% | 0.04 | 0.05 | 450,000 | 150,000 | 415,479 | 138,493 | 23,188 | 9,114 | 99.98% | 99.98% |
15/12/2020 | 12.29% | 0.09 | 0.10 | 300,000 | 100,000 | 351,408 | 117,136 | 26,634 | 10,049 | 99.80% | 99.80% |
14/12/2020 | 11.78% | 0.07 | 0.08 | 450,000 | 150,000 | 450,000 | 150,000 | 35,968 | 13,489 | 99.80% | 99.80% |
11/12/2020 | 9.65% | 0.10 | 0.11 | 450,000 | 150,000 | 438,448 | 146,149 | 43,484 | 15,956 | 100.00% | 100.00% |
10/12/2020 | 8.96% | 0.11 | 0.12 | 450,000 | 150,000 | 448,071 | 149,357 | 47,930 | 17,470 | 100.00% | 100.00% |
09/12/2020 | 7.90% | 0.11 | 0.12 | 450,000 | 150,000 | 450,000 | 150,000 | 54,864 | 19,788 | 100.00% | 100.00% |
08/12/2020 | 8.99% | 0.12 | 0.13 | 450,000 | 150,000 | 439,610 | 146,537 | 46,982 | 17,126 | 100.00% | 100.00% |