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 | - | - |
16/12/2020 | 12.24% | 0.21 | 0.26 | 500,000 | 500,000 | 499,955 | 499,976 | 96,343 | 106,091 | 99.89% | 99.89% |
15/12/2020 | 1.44% | 0.61 | 0.62 | 500,000 | 500,000 | 499,991 | 499,951 | 347,097 | 352,070 | 99.93% | 99.93% |
14/12/2020 | 1.19% | 0.86 | 0.87 | 500,000 | 500,000 | 499,999 | 499,976 | 419,772 | 424,753 | 99.88% | 99.88% |
11/12/2020 | 0.88% | 1.11 | 1.12 | 500,000 | 500,000 | 499,960 | 499,990 | 567,126 | 572,162 | 99.89% | 99.89% |
10/12/2020 | 1.41% | 0.72 | 0.73 | 500,000 | 500,000 | 499,985 | 499,975 | 356,724 | 361,719 | 99.98% | 99.98% |
09/12/2020 | 1.75% | 0.66 | 0.67 | 500,000 | 500,000 | 499,983 | 499,934 | 283,712 | 288,683 | 99.18% | 99.18% |
08/12/2020 | 1.14% | 0.79 | 0.80 | 500,000 | 500,000 | 499,982 | 499,937 | 438,584 | 443,548 | 99.28% | 99.28% |
07/12/2020 | 1.11% | 0.86 | 0.87 | 500,000 | 500,000 | 499,992 | 499,969 | 450,049 | 455,028 | 98.74% | 98.74% |
04/12/2020 | 1.13% | 0.84 | 0.85 | 500,000 | 500,000 | 499,999 | 500,000 | 439,401 | 444,402 | 99.99% | 99.99% |