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 | - | - |
15/12/2020 | 3.92% | 0.21 | 0.22 | 100,000 | 100,000 | 100,000 | 99,869 | 25,160 | 26,124 | 100.00% | 100.00% |
14/12/2020 | 3.07% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 100,000 | 32,211 | 33,211 | 100.00% | 100.00% |
11/12/2020 | 2.11% | 0.46 | 0.47 | 100,000 | 100,000 | 100,000 | 100,000 | 47,390 | 48,390 | 97.96% | 100.00% |
10/12/2020 | 3.84% | 0.27 | 0.28 | 100,000 | 100,000 | 100,000 | 100,000 | 26,171 | 27,171 | 100.00% | 100.00% |
09/12/2020 | 5.37% | 0.23 | 0.24 | 100,000 | 100,000 | 100,000 | 100,000 | 18,298 | 19,298 | 96.42% | 99.99% |
08/12/2020 | 2.92% | 0.30 | 0.31 | 100,000 | 100,000 | 100,000 | 100,000 | 33,889 | 34,889 | 100.00% | 100.00% |
07/12/2020 | 2.83% | 0.33 | 0.34 | 100,000 | 100,000 | 100,000 | 100,000 | 34,933 | 35,933 | 100.00% | 100.00% |
04/12/2020 | 2.90% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 34,080 | 35,080 | 100.00% | 100.00% |
03/12/2020 | 2.85% | 0.35 | 0.36 | 100,000 | 100,000 | 100,000 | 100,000 | 34,607 | 35,607 | 100.00% | 100.00% |