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 | 1.05% | 0.92 | 0.93 | 450,000 | 150,000 | 450,000 | 150,000 | 427,998 | 144,166 | 100.00% | 100.00% |
17/12/2020 | 1.16% | 0.91 | 0.92 | 450,000 | 150,000 | 450,000 | 150,000 | 385,941 | 130,147 | 99.78% | 99.78% |
16/12/2020 | 1.40% | 0.71 | 0.72 | 450,000 | 150,000 | 450,000 | 150,000 | 318,838 | 107,779 | 100.00% | 100.00% |
15/12/2020 | 1.39% | 0.73 | 0.74 | 450,000 | 150,000 | 450,000 | 150,000 | 320,997 | 108,499 | 100.00% | 100.00% |
14/12/2020 | 1.29% | 0.78 | 0.79 | 450,000 | 150,000 | 450,000 | 150,000 | 345,604 | 116,701 | 99.76% | 99.76% |
11/12/2020 | 1.35% | 0.77 | 0.78 | 450,000 | 150,000 | 450,000 | 150,000 | 332,491 | 112,330 | 100.00% | 100.00% |
10/12/2020 | 1.35% | 0.73 | 0.74 | 450,000 | 150,000 | 450,000 | 150,000 | 330,251 | 111,584 | 99.88% | 99.88% |
09/12/2020 | 1.44% | 0.69 | 0.70 | 450,000 | 150,000 | 450,000 | 150,000 | 309,798 | 104,766 | 99.96% | 99.96% |
08/12/2020 | 1.46% | 0.68 | 0.69 | 450,000 | 150,000 | 450,000 | 150,000 | 306,554 | 103,685 | 100.00% | 100.00% |