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 | - | - |
28/12/2020 | 2.30% | 0.44 | 0.45 | 500,000 | 500,000 | 499,850 | 499,978 | 214,895 | 219,949 | 94.07% | 94.07% |
23/12/2020 | 0.98% | 0.87 | 0.88 | 500,000 | 500,000 | 500,000 | 500,000 | 509,516 | 514,516 | 99.99% | 99.99% |
22/12/2020 | 0.77% | 1.25 | 1.26 | 500,000 | 500,000 | 500,000 | 500,000 | 648,241 | 653,241 | 99.09% | 99.09% |
21/12/2020 | 0.62% | 1.55 | 1.56 | 500,000 | 500,000 | 499,852 | 499,935 | 808,060 | 813,218 | 92.90% | 92.90% |
18/12/2020 | 1.46% | 0.78 | 0.79 | 500,000 | 500,000 | 499,979 | 499,998 | 342,051 | 347,065 | 99.87% | 99.87% |
17/12/2020 | 1.40% | 0.69 | 0.70 | 500,000 | 500,000 | 499,988 | 499,994 | 354,808 | 359,811 | 99.44% | 99.44% |
16/12/2020 | 1.02% | 0.99 | 1.00 | 500,000 | 500,000 | 500,000 | 499,996 | 489,431 | 494,428 | 99.03% | 99.03% |
15/12/2020 | 0.68% | 1.39 | 1.40 | 500,000 | 500,000 | 500,000 | 499,998 | 736,059 | 741,056 | 99.93% | 99.93% |
14/12/2020 | 0.62% | 1.63 | 1.64 | 500,000 | 500,000 | 500,000 | 500,000 | 807,387 | 812,387 | 99.88% | 99.88% |