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 | - | 14.89 | - | 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 | 0.07% | 15.12 | 15.10 | 50,000 | 50,000 | 50,000 | 50,000 | 753,699 | 754,199 | 3.43% | 7.12% |
17/12/2020 | 0.07% | 15.04 | 15.05 | 100,000 | 100,000 | 60,729 | 60,729 | 913,968 | 914,575 | 100.00% | 100.00% |
16/12/2020 | 0.07% | 14.91 | 14.92 | 100,000 | 100,000 | 60,738 | 60,738 | 904,965 | 905,572 | 99.91% | 99.91% |
15/12/2020 | 0.07% | 14.63 | 14.64 | 100,000 | 100,000 | 60,729 | 60,729 | 889,829 | 890,436 | 100.00% | 100.00% |
14/12/2020 | 0.07% | 14.78 | 14.79 | 100,000 | 100,000 | 60,729 | 60,729 | 899,934 | 900,541 | 100.00% | 100.00% |
11/12/2020 | 0.07% | 14.58 | 14.59 | 100,000 | 100,000 | 60,731 | 60,731 | 880,822 | 881,429 | 99.99% | 99.99% |
10/12/2020 | 0.07% | 14.73 | 14.74 | 100,000 | 100,000 | 60,719 | 60,719 | 892,445 | 893,052 | 99.96% | 99.96% |