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 | - | - |
22/12/2020 | - | 15.35 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 51.25% |
21/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2020 | 0.06% | 15.57 | 15.55 | 50,000 | 50,000 | 50,000 | 50,000 | 776,394 | 776,894 | 3.43% | 7.12% |
17/12/2020 | 0.06% | 15.50 | 15.51 | 100,000 | 100,000 | 60,729 | 60,729 | 941,459 | 942,066 | 100.00% | 100.00% |
16/12/2020 | 0.07% | 15.36 | 15.37 | 100,000 | 100,000 | 60,738 | 60,738 | 932,480 | 933,088 | 99.91% | 99.91% |
15/12/2020 | 0.07% | 15.08 | 15.09 | 100,000 | 100,000 | 60,729 | 60,729 | 917,392 | 918,000 | 100.00% | 100.00% |
14/12/2020 | 0.07% | 15.24 | 15.25 | 100,000 | 100,000 | 60,728 | 60,728 | 927,486 | 928,093 | 100.00% | 100.00% |
11/12/2020 | 0.07% | 15.03 | 15.04 | 100,000 | 100,000 | 60,728 | 60,728 | 908,432 | 909,039 | 99.99% | 99.99% |
10/12/2020 | 0.07% | 15.18 | 15.19 | 100,000 | 100,000 | 60,717 | 60,717 | 920,015 | 920,623 | 99.94% | 99.94% |