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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2020 | 0.09% | 10.65 | 10.64 | 50,000 | 50,000 | 50,000 | 50,000 | 531,414 | 531,914 | 3.43% | 7.12% |
17/12/2020 | 0.09% | 10.57 | 10.58 | 100,000 | 100,000 | 60,745 | 60,745 | 643,331 | 643,938 | 99.85% | 99.85% |
16/12/2020 | 0.10% | 10.44 | 10.45 | 100,000 | 100,000 | 60,737 | 60,737 | 632,042 | 632,650 | 99.93% | 99.93% |
15/12/2020 | 0.10% | 10.21 | 10.22 | 100,000 | 100,000 | 60,729 | 60,729 | 623,638 | 624,246 | 100.00% | 100.00% |
14/12/2020 | 0.10% | 10.28 | 10.29 | 100,000 | 100,000 | 60,729 | 60,729 | 615,998 | 616,606 | 100.00% | 100.00% |
11/12/2020 | 0.10% | 9.95 | 9.96 | 100,000 | 100,000 | 60,729 | 60,729 | 603,214 | 603,821 | 99.98% | 99.98% |
10/12/2020 | 0.10% | 10.11 | 10.12 | 100,000 | 100,000 | 60,720 | 60,720 | 605,800 | 606,408 | 99.97% | 99.97% |