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 | - | - |
23/12/2020 | 1.44% | 0.55 | 0.56 | 500,000 | 500,000 | 499,975 | 499,977 | 348,216 | 353,216 | 99.99% | 99.99% |
22/12/2020 | 1.02% | 0.93 | 0.94 | 500,000 | 500,000 | 499,988 | 499,998 | 487,788 | 492,797 | 99.23% | 99.23% |
21/12/2020 | 0.77% | 1.23 | 1.24 | 500,000 | 500,000 | 499,998 | 499,995 | 652,748 | 657,745 | 98.55% | 98.55% |
18/12/2020 | 2.93% | 0.45 | 0.46 | 500,000 | 500,000 | 499,998 | 499,999 | 172,548 | 177,565 | 99.87% | 99.87% |
17/12/2020 | 2.69% | 0.35 | 0.36 | 500,000 | 500,000 | 500,000 | 499,997 | 184,517 | 189,516 | 99.43% | 99.43% |
16/12/2020 | 1.49% | 0.66 | 0.67 | 500,000 | 500,000 | 500,000 | 500,000 | 333,707 | 338,707 | 99.88% | 99.88% |
15/12/2020 | 0.86% | 1.08 | 1.09 | 500,000 | 500,000 | 500,000 | 500,000 | 579,003 | 584,003 | 99.93% | 99.93% |
14/12/2020 | 0.77% | 1.32 | 1.33 | 500,000 | 500,000 | 500,000 | 500,000 | 651,442 | 656,442 | 99.88% | 99.88% |
11/12/2020 | 0.63% | 1.57 | 1.58 | 500,000 | 500,000 | 499,999 | 500,000 | 797,714 | 802,714 | 99.89% | 99.89% |