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 | - | - |
17/12/2020 | 2.15% | 0.44 | 0.45 | 500,000 | 500,000 | 499,994 | 499,997 | 231,177 | 236,179 | 99.43% | 99.43% |
16/12/2020 | 1.34% | 0.75 | 0.76 | 500,000 | 500,000 | 499,998 | 499,991 | 373,157 | 378,152 | 99.90% | 99.90% |
15/12/2020 | 0.80% | 1.16 | 1.17 | 500,000 | 500,000 | 500,000 | 499,959 | 619,395 | 624,344 | 99.93% | 99.93% |
14/12/2020 | 0.72% | 1.40 | 1.41 | 500,000 | 500,000 | 500,000 | 499,997 | 691,046 | 696,042 | 99.88% | 99.88% |
11/12/2020 | 0.60% | 1.65 | 1.66 | 500,000 | 500,000 | 499,996 | 500,000 | 836,424 | 841,430 | 99.88% | 99.88% |
10/12/2020 | 0.80% | 1.26 | 1.27 | 500,000 | 500,000 | 499,999 | 500,000 | 624,772 | 629,774 | 99.98% | 99.98% |
09/12/2020 | 0.90% | 1.19 | 1.20 | 500,000 | 500,000 | 500,000 | 500,000 | 552,310 | 557,310 | 99.18% | 99.18% |
08/12/2020 | 0.71% | 1.33 | 1.34 | 500,000 | 500,000 | 500,000 | 500,000 | 707,009 | 712,009 | 99.28% | 99.28% |
07/12/2020 | 0.70% | 1.40 | 1.41 | 500,000 | 500,000 | 500,000 | 500,000 | 716,686 | 721,686 | 98.72% | 98.72% |