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 | - | - |
11/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10/12/2020 | 2.36% | 3.99 | 4.09 | 40,000 | 40,000 | 40,000 | 40,000 | 159,626 | 163,430 | 86.97% | 86.97% |
09/12/2020 | 0.73% | 4.03 | 4.06 | 50,000 | 50,000 | 50,000 | 50,000 | 205,547 | 207,047 | 86.29% | 86.29% |
08/12/2020 | 0.79% | 3.82 | 3.85 | 50,000 | 50,000 | 50,000 | 50,000 | 188,524 | 190,021 | 88.73% | 88.73% |
07/12/2020 | 0.53% | 3.82 | 3.84 | 70,000 | 70,000 | 70,000 | 70,000 | 264,870 | 266,270 | 89.27% | 89.27% |
04/12/2020 | 0.49% | 4.14 | 4.16 | 70,000 | 70,000 | 70,000 | 70,000 | 286,672 | 288,072 | 98.08% | 98.08% |
03/12/2020 | 0.48% | 4.10 | 4.12 | 70,000 | 70,000 | 70,000 | 70,000 | 288,669 | 290,069 | 99.06% | 99.06% |
02/12/2020 | 0.48% | 4.15 | 4.17 | 70,000 | 70,000 | 70,000 | 70,000 | 288,927 | 290,327 | 99.87% | 99.87% |
01/12/2020 | 0.47% | 4.26 | 4.28 | 70,000 | 70,000 | 70,000 | 70,000 | 296,720 | 298,120 | 99.54% | 99.54% |