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 | 1.72% | 0.59 | 0.60 | 250,000 | 250,000 | 250,000 | 250,000 | 144,460 | 146,960 | 99.99% | 99.99% |
22/12/2020 | 1.58% | 0.58 | 0.59 | 250,000 | 250,000 | 250,000 | 250,000 | 157,259 | 159,758 | 99.79% | 99.79% |
21/12/2020 | 1.40% | 0.80 | 0.81 | 250,000 | 250,000 | 249,950 | 249,989 | 180,530 | 183,064 | 99.30% | 99.30% |
18/12/2020 | 3.20% | 0.36 | 0.37 | 250,000 | 250,000 | 250,000 | 250,000 | 77,453 | 79,953 | 99.98% | 99.98% |
17/12/2020 | 2.88% | 0.31 | 0.32 | 250,000 | 250,000 | 250,000 | 250,000 | 86,850 | 89,350 | 98.82% | 98.82% |
16/12/2020 | 1.64% | 0.54 | 0.55 | 250,000 | 250,000 | 250,000 | 250,000 | 151,852 | 154,352 | 99.99% | 99.99% |
15/12/2020 | 1.38% | 0.75 | 0.76 | 250,000 | 250,000 | 250,000 | 250,000 | 180,419 | 182,919 | 100.00% | 100.00% |
14/12/2020 | 1.54% | 0.64 | 0.65 | 250,000 | 250,000 | 250,000 | 250,000 | 161,485 | 163,985 | 100.00% | 100.00% |
11/12/2020 | 1.43% | 0.62 | 0.63 | 250,000 | 250,000 | 250,000 | 250,000 | 174,995 | 177,495 | 99.86% | 99.86% |