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 | - | - |
28/12/2020 | 1.34% | 0.69 | 0.70 | 50,000 | 50,000 | 50,000 | 50,000 | 36,987 | 37,487 | 100.00% | 100.00% |
23/12/2020 | 0.95% | 0.99 | 1.00 | 50,000 | 50,000 | 50,000 | 50,000 | 52,627 | 53,127 | 100.00% | 100.00% |
22/12/2020 | 0.95% | 1.10 | 1.11 | 50,000 | 50,000 | 50,000 | 50,000 | 52,695 | 53,195 | 100.00% | 100.00% |
21/12/2020 | 0.72% | 1.40 | 1.41 | 50,000 | 50,000 | 50,000 | 50,000 | 70,216 | 70,716 | 100.00% | 100.00% |
18/12/2020 | 1.15% | 1.08 | 1.09 | 50,000 | 50,000 | 50,000 | 50,000 | 43,468 | 43,968 | 100.00% | 100.00% |
17/12/2020 | 1.13% | 0.92 | 0.93 | 50,000 | 50,000 | 50,000 | 50,000 | 43,891 | 44,391 | 99.84% | 99.84% |
16/12/2020 | 0.95% | 1.07 | 1.08 | 50,000 | 50,000 | 50,000 | 50,000 | 52,313 | 52,813 | 100.00% | 100.00% |
15/12/2020 | 0.74% | 1.36 | 1.37 | 50,000 | 50,000 | 50,000 | 50,000 | 67,292 | 67,792 | 99.99% | 99.99% |
14/12/2020 | 0.83% | 1.25 | 1.26 | 50,000 | 50,000 | 50,000 | 50,000 | 59,714 | 60,214 | 100.00% | 100.00% |