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 | 0.07% | 13.67 | 13.65 | 50,000 | 50,000 | 50,000 | 50,000 | 681,387 | 681,887 | 3.43% | 7.12% |
17/12/2020 | 0.07% | 13.60 | 13.61 | 100,000 | 100,000 | 60,729 | 60,729 | 826,298 | 826,906 | 100.00% | 100.00% |
16/12/2020 | 0.07% | 13.46 | 13.47 | 100,000 | 100,000 | 60,737 | 60,737 | 817,259 | 817,866 | 99.92% | 99.92% |
15/12/2020 | 0.08% | 13.18 | 13.19 | 100,000 | 100,000 | 60,729 | 60,729 | 801,951 | 802,558 | 100.00% | 100.00% |
14/12/2020 | 0.07% | 13.34 | 13.35 | 100,000 | 100,000 | 60,729 | 60,729 | 812,074 | 812,681 | 100.00% | 100.00% |
11/12/2020 | 0.08% | 13.13 | 13.14 | 100,000 | 100,000 | 60,731 | 60,731 | 792,811 | 793,418 | 99.99% | 99.99% |
10/12/2020 | 0.08% | 13.28 | 13.29 | 100,000 | 100,000 | 60,717 | 60,717 | 804,524 | 805,131 | 99.95% | 99.95% |