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 | - | - |
07/01/2021 | 2.28% | 0.40 | 0.41 | 500,000 | 500,000 | 499,883 | 499,963 | 219,192 | 224,221 | 99.78% | 99.78% |
05/01/2021 | 0.93% | 1.19 | 1.20 | 500,000 | 500,000 | 499,998 | 499,998 | 539,964 | 544,964 | 99.43% | 99.43% |
04/01/2021 | 1.45% | 1.00 | 1.01 | 500,000 | 500,000 | 499,996 | 499,994 | 351,582 | 356,581 | 92.54% | 92.54% |
30/12/2020 | 1.10% | 0.92 | 0.93 | 500,000 | 500,000 | 500,000 | 500,000 | 450,412 | 455,412 | 58.56% | 58.56% |
29/12/2020 | 1.28% | 0.90 | 0.91 | 500,000 | 500,000 | 500,000 | 499,998 | 391,434 | 396,432 | 93.30% | 93.30% |
28/12/2020 | 1.18% | 0.86 | 0.87 | 500,000 | 500,000 | 500,000 | 500,000 | 423,193 | 428,193 | 94.07% | 94.07% |
23/12/2020 | 0.69% | 1.30 | 1.31 | 500,000 | 500,000 | 499,998 | 499,984 | 721,378 | 726,358 | 100.00% | 100.00% |
22/12/2020 | 0.58% | 1.67 | 1.68 | 500,000 | 500,000 | 500,000 | 500,000 | 860,065 | 865,065 | 99.22% | 99.22% |
21/12/2020 | 0.49% | 1.97 | 1.98 | 500,000 | 500,000 | 500,000 | 499,997 | 1,022,520 | 1,027,510 | 98.41% | 98.41% |