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 | - | 13.98 | - | 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% | 14.21 | 14.19 | 50,000 | 50,000 | 50,000 | 50,000 | 708,362 | 708,862 | 3.42% | 7.12% |
17/12/2020 | 0.07% | 14.14 | 14.15 | 100,000 | 100,000 | 60,729 | 60,729 | 858,971 | 859,578 | 100.00% | 100.00% |
16/12/2020 | 0.07% | 14.00 | 14.01 | 100,000 | 100,000 | 60,739 | 60,739 | 849,967 | 850,574 | 99.90% | 99.90% |
15/12/2020 | 0.07% | 13.72 | 13.73 | 100,000 | 100,000 | 60,729 | 60,729 | 834,688 | 835,295 | 100.00% | 100.00% |
14/12/2020 | 0.07% | 13.87 | 13.88 | 100,000 | 100,000 | 60,728 | 60,728 | 844,782 | 845,389 | 100.00% | 100.00% |
11/12/2020 | 0.07% | 13.67 | 13.68 | 100,000 | 100,000 | 60,730 | 60,730 | 825,549 | 826,156 | 99.99% | 99.99% |
10/12/2020 | 0.07% | 13.82 | 13.83 | 100,000 | 100,000 | 60,719 | 60,719 | 837,239 | 837,846 | 99.96% | 99.96% |