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 | - | - |
11/01/2021 | 1.00% | 99.30 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 496,500 | 501,500 | 99.43% | 99.43% |
08/01/2021 | 1.00% | 99.30 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 496,500 | 501,500 | 95.73% | 95.73% |
07/01/2021 | 1.00% | 99.30 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 496,500 | 501,500 | 100.00% | 100.00% |
05/01/2021 | 1.00% | 99.20 | 100.20 | 500,000 | 500,000 | 500,000 | 500,000 | 495,953 | 500,953 | 97.27% | 97.27% |
04/01/2021 | 1.00% | 99.20 | 100.20 | 500,000 | 500,000 | 500,000 | 500,000 | 496,033 | 501,033 | 98.97% | 98.97% |
30/12/2020 | 1.00% | 99.10 | 100.10 | 500,000 | 500,000 | 500,000 | 500,000 | 495,525 | 500,525 | 100.00% | 100.00% |
29/12/2020 | 1.00% | 99.10 | 100.10 | 500,000 | 500,000 | 500,000 | 500,000 | 495,627 | 500,627 | 97.85% | 97.85% |
28/12/2020 | 1.00% | 99.10 | 100.10 | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 | 500,500 | 99.95% | 99.95% |
23/12/2020 | 1.01% | 98.90 | 99.90 | 500,000 | 500,000 | 500,000 | 500,000 | 493,939 | 498,939 | 98.60% | 98.60% |