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 | - | 14.44 | - | 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% | 14.66 | 14.64 | 50,000 | 50,000 | 50,000 | 50,000 | 731,029 | 731,529 | 3.43% | 7.12% |
17/12/2020 | 0.07% | 14.59 | 14.60 | 100,000 | 100,000 | 60,729 | 60,729 | 886,464 | 887,071 | 100.00% | 100.00% |
16/12/2020 | 0.07% | 14.45 | 14.46 | 100,000 | 100,000 | 60,738 | 60,738 | 877,462 | 878,069 | 99.91% | 99.91% |
15/12/2020 | 0.07% | 14.18 | 14.19 | 100,000 | 100,000 | 60,729 | 60,729 | 862,242 | 862,849 | 100.00% | 100.00% |
14/12/2020 | 0.07% | 14.33 | 14.34 | 100,000 | 100,000 | 60,729 | 60,729 | 872,362 | 872,970 | 100.00% | 100.00% |
11/12/2020 | 0.07% | 14.12 | 14.13 | 100,000 | 100,000 | 60,729 | 60,729 | 853,163 | 853,770 | 99.99% | 99.99% |
10/12/2020 | 0.07% | 14.27 | 14.28 | 100,000 | 100,000 | 60,717 | 60,717 | 864,815 | 865,422 | 99.96% | 99.96% |