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 | 2.23% | 0.46 | 0.47 | 500,000 | 500,000 | 499,990 | 500,000 | 223,698 | 228,704 | 99.90% | 99.90% |
15/12/2020 | 1.07% | 0.85 | 0.86 | 500,000 | 500,000 | 500,000 | 499,976 | 467,510 | 472,489 | 99.93% | 99.93% |
14/12/2020 | 0.92% | 1.10 | 1.11 | 500,000 | 500,000 | 500,000 | 500,000 | 539,286 | 544,286 | 99.88% | 99.88% |
11/12/2020 | 0.73% | 1.35 | 1.36 | 500,000 | 500,000 | 499,941 | 499,996 | 687,689 | 692,769 | 99.88% | 99.88% |
10/12/2020 | 1.04% | 0.97 | 0.98 | 500,000 | 500,000 | 499,992 | 499,998 | 480,395 | 485,402 | 99.98% | 99.98% |
09/12/2020 | 1.22% | 0.91 | 0.92 | 500,000 | 500,000 | 499,997 | 500,000 | 407,717 | 412,719 | 99.18% | 99.18% |
08/12/2020 | 0.89% | 1.04 | 1.05 | 225,000 | 500,000 | 499,626 | 498,785 | 561,999 | 565,992 | 99.28% | 99.28% |
07/12/2020 | 0.87% | 1.11 | 1.12 | 500,000 | 500,000 | 499,997 | 500,000 | 572,160 | 577,164 | 98.73% | 98.73% |
04/12/2020 | 0.88% | 1.09 | 1.10 | 500,000 | 500,000 | 500,000 | 499,995 | 563,942 | 568,937 | 100.00% | 100.00% |