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 | - | - |
18/12/2020 | 1.24% | 1.64 | 1.66 | 100,000 | 100,000 | 100,000 | 100,000 | 159,809 | 161,809 | 99.76% | 99.76% |
17/12/2020 | 1.25% | 1.60 | 1.62 | 100,000 | 100,000 | 100,000 | 100,000 | 159,457 | 161,457 | 99.98% | 99.98% |
16/12/2020 | 1.43% | 1.38 | 1.40 | 100,000 | 100,000 | 100,000 | 100,000 | 138,583 | 140,583 | 99.98% | 99.98% |
15/12/2020 | 1.66% | 1.29 | 1.31 | 100,000 | 100,000 | 100,000 | 100,000 | 119,737 | 121,737 | 99.97% | 99.97% |
14/12/2020 | 1.89% | 1.10 | 1.12 | 100,000 | 50,000 | 100,000 | 99,983 | 104,883 | 106,864 | 73.20% | 73.20% |
11/12/2020 | 1.22% | 0.97 | 0.99 | 100,000 | 100,000 | 387,072 | 144,783 | 359,950 | 137,002 | 99.38% | 99.49% |
10/12/2020 | 1.15% | 0.81 | 0.82 | 450,000 | 150,000 | 450,000 | 150,000 | 389,026 | 131,175 | 100.00% | 100.00% |
09/12/2020 | 1.19% | 0.86 | 0.87 | 450,000 | 150,000 | 450,000 | 150,000 | 377,604 | 127,368 | 100.00% | 100.00% |
08/12/2020 | 1.24% | 0.83 | 0.84 | 450,000 | 150,000 | 450,000 | 150,000 | 360,787 | 121,762 | 100.00% | 100.00% |