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 | 0.84% | 1.15 | 1.16 | 50,000 | 50,000 | 50,000 | 50,000 | 59,271 | 59,771 | 100.00% | 100.00% |
17/12/2020 | 0.85% | 1.21 | 1.22 | 50,000 | 50,000 | 50,000 | 50,000 | 58,717 | 59,217 | 99.92% | 99.92% |
16/12/2020 | 0.89% | 1.14 | 1.15 | 50,000 | 50,000 | 50,000 | 50,000 | 55,901 | 56,401 | 100.00% | 100.00% |
15/12/2020 | 0.94% | 1.09 | 1.10 | 50,000 | 50,000 | 50,000 | 50,000 | 53,077 | 53,577 | 99.99% | 99.99% |
14/12/2020 | 0.98% | 1.01 | 1.02 | 50,000 | 50,000 | 50,520 | 50,520 | 51,512 | 52,017 | 100.00% | 100.00% |
11/12/2020 | 0.94% | 1.06 | 1.07 | 50,000 | 50,000 | 50,000 | 50,000 | 53,122 | 53,622 | 100.00% | 100.00% |
10/12/2020 | 0.88% | 1.13 | 1.14 | 50,000 | 50,000 | 50,000 | 50,000 | 56,662 | 57,162 | 99.77% | 99.77% |
09/12/2020 | 0.79% | 1.23 | 1.24 | 50,000 | 50,000 | 50,000 | 50,000 | 62,974 | 63,474 | 100.00% | 100.00% |
08/12/2020 | 0.83% | 1.18 | 1.19 | 50,000 | 50,000 | 50,000 | 50,000 | 60,225 | 60,725 | 100.00% | 100.00% |