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 | - | - |
18/12/2020 | 2.92% | 0.32 | 0.33 | 175,000 | 175,000 | 162,805 | 162,805 | 54,929 | 56,557 | 100.00% | 100.00% |
17/12/2020 | 2.97% | 0.35 | 0.36 | 150,000 | 150,000 | 165,134 | 165,134 | 54,782 | 56,433 | 100.00% | 100.00% |
16/12/2020 | 3.24% | 0.31 | 0.32 | 175,000 | 175,000 | 175,000 | 175,033 | 53,251 | 55,011 | 100.00% | 100.00% |
15/12/2020 | 3.53% | 0.29 | 0.30 | 200,000 | 200,000 | 198,176 | 198,176 | 55,109 | 57,091 | 100.00% | 100.00% |
14/12/2020 | 3.83% | 0.25 | 0.26 | 200,000 | 200,000 | 200,520 | 200,520 | 51,436 | 53,441 | 100.00% | 100.00% |
11/12/2020 | 3.53% | 0.28 | 0.29 | 200,000 | 200,000 | 192,434 | 192,434 | 53,601 | 55,526 | 100.00% | 100.00% |
10/12/2020 | 3.13% | 0.31 | 0.32 | 175,000 | 175,000 | 173,166 | 173,166 | 54,554 | 56,285 | 100.00% | 100.00% |
09/12/2020 | 2.61% | 0.37 | 0.38 | 150,000 | 150,000 | 150,000 | 150,000 | 56,767 | 58,267 | 100.00% | 100.00% |
08/12/2020 | 2.80% | 0.34 | 0.35 | 150,000 | 150,000 | 151,031 | 151,041 | 53,134 | 54,649 | 100.00% | 100.00% |