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 | - | - |
18/12/2020 | 0.65% | 1.54 | 1.55 | 900,000 | 100,000 | 900,000 | 100,000 | 1,376,580 | 153,953 | 99.87% | 99.87% |
17/12/2020 | 0.65% | 1.54 | 1.55 | 900,000 | 100,000 | 900,000 | 100,000 | 1,386,040 | 155,005 | 100.00% | 100.00% |
16/12/2020 | 0.64% | 1.52 | 1.53 | 900,000 | 100,000 | 900,000 | 100,000 | 1,404,530 | 157,059 | 99.94% | 99.94% |
15/12/2020 | 0.66% | 1.51 | 1.52 | 900,000 | 100,000 | 900,000 | 100,000 | 1,350,760 | 151,084 | 99.97% | 99.97% |
14/12/2020 | 0.66% | 1.48 | 1.49 | 900,000 | 100,000 | 900,000 | 100,000 | 1,361,090 | 152,233 | 99.58% | 99.58% |
11/12/2020 | 0.68% | 1.47 | 1.48 | 900,000 | 100,000 | 900,000 | 100,000 | 1,324,610 | 148,179 | 100.00% | 100.00% |
10/12/2020 | 0.63% | 1.56 | 1.57 | 900,000 | 100,000 | 900,000 | 100,000 | 1,434,000 | 160,333 | 99.91% | 99.91% |
09/12/2020 | 0.61% | 1.64 | 1.65 | 900,000 | 100,000 | 900,000 | 100,000 | 1,480,660 | 165,518 | 99.99% | 99.99% |
08/12/2020 | 0.61% | 1.63 | 1.64 | 900,000 | 100,000 | 900,000 | 100,000 | 1,476,590 | 165,065 | 99.86% | 99.86% |