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 | - | - |
15/12/2020 | 1.35% | 0.66 | 0.67 | 500,000 | 500,000 | 499,987 | 499,990 | 369,646 | 374,647 | 99.93% | 99.93% |
14/12/2020 | 1.13% | 0.90 | 0.91 | 500,000 | 500,000 | 499,999 | 499,997 | 441,701 | 446,698 | 99.88% | 99.88% |
11/12/2020 | 0.85% | 1.15 | 1.16 | 500,000 | 500,000 | 499,994 | 499,994 | 587,635 | 592,635 | 99.89% | 99.89% |
10/12/2020 | 1.34% | 0.76 | 0.77 | 500,000 | 500,000 | 499,983 | 499,997 | 375,027 | 380,037 | 99.97% | 99.97% |
09/12/2020 | 1.65% | 0.70 | 0.71 | 500,000 | 500,000 | 499,999 | 499,995 | 302,242 | 307,239 | 99.18% | 99.18% |
08/12/2020 | 1.09% | 0.83 | 0.84 | 500,000 | 500,000 | 500,000 | 500,000 | 456,905 | 461,904 | 99.28% | 99.28% |
07/12/2020 | 1.07% | 0.90 | 0.91 | 500,000 | 500,000 | 499,998 | 499,998 | 466,815 | 471,816 | 98.72% | 98.72% |
04/12/2020 | 1.09% | 0.87 | 0.88 | 500,000 | 500,000 | 499,999 | 500,000 | 457,974 | 462,974 | 99.98% | 99.98% |
03/12/2020 | 1.08% | 0.93 | 0.94 | 500,000 | 500,000 | 499,998 | 500,000 | 459,279 | 464,281 | 99.74% | 99.74% |