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 | - | - |
30/12/2020 | 42.44% | 0.13 | 0.24 | 200,000 | 200,000 | 121,821 | 121,825 | 22,143 | 33,984 | 100.00% | 100.00% |
29/12/2020 | 92.54% | 0.26 | 0.27 | 200,000 | 200,000 | 122,027 | 122,027 | 14,600 | 33,403 | 99.23% | 99.23% |
28/12/2020 | 14.30% | 0.21 | 0.24 | 200,000 | 200,000 | 121,875 | 121,868 | 34,956 | 40,319 | 99.88% | 99.88% |
23/12/2020 | 1.77% | 0.44 | 0.45 | 200,000 | 200,000 | 121,826 | 121,827 | 66,934 | 68,154 | 100.00% | 100.00% |
22/12/2020 | 1.96% | 0.55 | 0.56 | 200,000 | 200,000 | 121,994 | 121,996 | 63,991 | 65,218 | 99.24% | 99.24% |
21/12/2020 | 1.29% | 0.67 | 0.68 | 200,000 | 197,000 | 121,849 | 121,842 | 95,819 | 97,033 | 99.84% | 99.84% |
18/12/2020 | 2.30% | 0.60 | 0.61 | 200,000 | 200,000 | 121,861 | 121,861 | 55,047 | 56,277 | 99.99% | 99.99% |
17/12/2020 | 2.28% | 0.45 | 0.46 | 200,000 | 200,000 | 121,692 | 121,692 | 52,871 | 54,088 | 99.47% | 99.47% |
16/12/2020 | 2.15% | 0.55 | 0.56 | 200,000 | 200,000 | 121,865 | 121,865 | 57,838 | 59,057 | 99.88% | 99.88% |