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 | 2.61% | 0.36 | 0.37 | 50,000 | 50,000 | 50,000 | 50,000 | 18,898 | 19,398 | 100.00% | 100.00% |
17/12/2020 | 2.28% | 0.45 | 0.46 | 50,000 | 50,000 | 50,000 | 50,000 | 21,706 | 22,206 | 100.00% | 100.00% |
16/12/2020 | 3.23% | 0.33 | 0.34 | 50,000 | 50,000 | 50,000 | 50,000 | 15,265 | 15,765 | 100.00% | 100.00% |
15/12/2020 | 3.61% | 0.26 | 0.27 | 50,000 | 50,000 | 50,000 | 50,000 | 13,611 | 14,111 | 100.00% | 100.00% |
14/12/2020 | 3.02% | 0.25 | 0.26 | 50,000 | 50,000 | 50,000 | 50,000 | 16,425 | 16,925 | 98.56% | 98.56% |
11/12/2020 | 4.49% | 0.28 | 0.29 | 50,000 | 50,000 | 50,000 | 50,000 | 11,121 | 11,621 | 95.70% | 95.70% |
10/12/2020 | 5.57% | 0.21 | 0.22 | 50,000 | 50,000 | 50,000 | 50,000 | 8,765 | 9,265 | 96.96% | 96.96% |
09/12/2020 | 5.62% | 0.15 | 0.16 | 50,000 | 50,000 | 50,000 | 50,000 | 8,664 | 9,164 | 98.79% | 98.79% |
08/12/2020 | 6.20% | 0.16 | 0.17 | 50,000 | 50,000 | 50,000 | 50,000 | 7,825 | 8,325 | 98.42% | 98.42% |