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 | 2.24% | 0.45 | 0.46 | 500,000 | 500,000 | 499,944 | 499,954 | 222,698 | 227,699 | 99.91% | 99.91% |
15/12/2020 | 1.07% | 0.86 | 0.87 | 500,000 | 500,000 | 499,997 | 499,964 | 467,684 | 472,652 | 99.93% | 99.93% |
14/12/2020 | 0.92% | 1.10 | 1.11 | 500,000 | 500,000 | 499,974 | 499,942 | 540,200 | 545,167 | 99.88% | 99.88% |
11/12/2020 | 0.73% | 1.35 | 1.36 | 500,000 | 500,000 | 499,998 | 500,000 | 687,346 | 692,349 | 99.89% | 99.89% |
10/12/2020 | 1.05% | 0.97 | 0.98 | 500,000 | 500,000 | 499,999 | 499,999 | 477,375 | 482,376 | 99.98% | 99.98% |
09/12/2020 | 1.23% | 0.90 | 0.91 | 500,000 | 500,000 | 500,000 | 499,984 | 404,510 | 409,497 | 99.19% | 99.19% |
08/12/2020 | 0.89% | 1.04 | 1.05 | 500,000 | 500,000 | 499,999 | 499,996 | 559,359 | 564,355 | 99.28% | 99.28% |
07/12/2020 | 0.87% | 1.10 | 1.11 | 500,000 | 500,000 | 499,994 | 499,991 | 570,672 | 575,669 | 98.74% | 98.74% |
04/12/2020 | 0.89% | 1.08 | 1.09 | 500,000 | 500,000 | 500,000 | 500,000 | 560,755 | 565,755 | 99.98% | 99.98% |