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 | 1.19% | 0.83 | 0.84 | 150,000 | 150,000 | 150,000 | 150,000 | 125,221 | 126,721 | 99.87% | 99.87% |
17/12/2020 | 1.23% | 0.82 | 0.83 | 150,000 | 150,000 | 150,000 | 150,000 | 120,916 | 122,416 | 100.00% | 100.00% |
16/12/2020 | 1.20% | 0.83 | 0.84 | 150,000 | 150,000 | 150,000 | 150,000 | 124,427 | 125,927 | 99.93% | 99.93% |
15/12/2020 | 1.11% | 0.89 | 0.90 | 150,000 | 150,000 | 150,000 | 150,000 | 134,863 | 136,363 | 99.97% | 99.97% |
14/12/2020 | 1.14% | 0.90 | 0.91 | 150,000 | 150,000 | 150,000 | 150,000 | 130,619 | 132,119 | 99.58% | 99.58% |
11/12/2020 | 1.07% | 0.92 | 0.93 | 150,000 | 150,000 | 150,000 | 150,000 | 139,101 | 140,601 | 100.00% | 100.00% |
10/12/2020 | 1.15% | 0.86 | 0.87 | 150,000 | 150,000 | 149,884 | 149,881 | 129,190 | 130,686 | 100.00% | 100.00% |
09/12/2020 | 1.19% | 0.86 | 0.87 | 150,000 | 150,000 | 150,000 | 150,000 | 125,564 | 127,064 | 100.00% | 100.00% |
08/12/2020 | 1.16% | 0.86 | 0.87 | 150,000 | 150,000 | 150,000 | 150,000 | 128,628 | 130,128 | 99.86% | 99.86% |