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 | - | - |
05/01/2021 | 1.55% | 0.77 | 0.78 | 500,000 | 500,000 | 499,977 | 499,981 | 327,412 | 332,415 | 99.42% | 99.42% |
04/01/2021 | 13.89% | 0.57 | 0.58 | 500,000 | 500,000 | 499,984 | 499,934 | 128,775 | 141,512 | 92.54% | 92.54% |
30/12/2020 | 2.09% | 0.49 | 0.50 | 500,000 | 500,000 | 499,724 | 499,857 | 236,839 | 241,904 | 58.56% | 58.56% |
29/12/2020 | 3.79% | 0.48 | 0.49 | 500,000 | 500,000 | 499,997 | 499,871 | 177,085 | 182,959 | 93.31% | 93.31% |
28/12/2020 | 2.38% | 0.44 | 0.45 | 500,000 | 500,000 | 499,962 | 499,978 | 208,067 | 213,073 | 94.07% | 94.07% |
23/12/2020 | 0.99% | 0.87 | 0.88 | 500,000 | 500,000 | 499,991 | 499,998 | 506,649 | 511,655 | 100.00% | 100.00% |
22/12/2020 | 0.77% | 1.24 | 1.25 | 500,000 | 500,000 | 500,000 | 499,971 | 645,779 | 650,740 | 99.23% | 99.23% |
21/12/2020 | 0.62% | 1.54 | 1.55 | 500,000 | 500,000 | 499,993 | 499,988 | 809,747 | 814,739 | 98.54% | 98.54% |
18/12/2020 | 1.50% | 0.76 | 0.77 | 500,000 | 500,000 | 499,987 | 499,969 | 331,619 | 336,607 | 99.86% | 99.86% |