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 | 0.70% | 1.42 | 1.43 | 225,000 | 100,000 | 225,000 | 100,000 | 318,612 | 142,605 | 99.75% | 99.75% |
17/12/2020 | 0.73% | 1.36 | 1.37 | 225,000 | 100,000 | 225,000 | 100,000 | 305,704 | 136,869 | 99.98% | 99.98% |
16/12/2020 | 0.75% | 1.31 | 1.32 | 225,000 | 100,000 | 225,000 | 100,000 | 299,180 | 133,969 | 99.98% | 99.98% |
15/12/2020 | 0.70% | 1.39 | 1.40 | 225,000 | 100,000 | 225,000 | 100,000 | 318,816 | 142,696 | 99.95% | 99.95% |
14/12/2020 | 0.70% | 1.49 | 1.50 | 225,000 | 100,000 | 225,000 | 100,000 | 318,894 | 142,731 | 99.79% | 99.79% |
11/12/2020 | 0.69% | 1.42 | 1.43 | 225,000 | 100,000 | 225,000 | 100,000 | 323,305 | 144,691 | 100.00% | 100.00% |
10/12/2020 | 0.65% | 1.49 | 1.50 | 225,000 | 100,000 | 225,000 | 100,000 | 344,222 | 153,988 | 99.98% | 99.98% |
09/12/2020 | 0.61% | 1.59 | 1.60 | 225,000 | 100,000 | 225,000 | 100,000 | 367,277 | 164,234 | 100.00% | 100.00% |
08/12/2020 | 0.62% | 1.64 | 1.65 | 225,000 | 100,000 | 225,000 | 100,000 | 364,240 | 162,884 | 100.00% | 100.00% |