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 |
---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.16% | 12.36 | 12.26 | 20,000 | 20,000 | 20,000 | 20,000 | 243,427 | 243,827 | 3.43% | 7.13% |
17/12/2020 | 0.16% | 12.22 | 12.24 | 20,000 | 20,000 | 20,000 | 20,000 | 246,591 | 246,991 | 100.00% | 100.00% |
16/12/2020 | 0.16% | 11.88 | 11.90 | 20,000 | 20,000 | 20,503 | 20,503 | 251,850 | 252,260 | 99.90% | 99.90% |
15/12/2020 | 0.17% | 11.46 | 11.48 | 20,000 | 20,000 | 20,000 | 20,000 | 228,800 | 229,200 | 100.00% | 100.00% |
14/12/2020 | 0.16% | 12.04 | 12.06 | 20,000 | 20,000 | 20,007 | 20,007 | 247,780 | 248,180 | 100.00% | 100.00% |
11/12/2020 | 0.18% | 11.34 | 11.36 | 20,000 | 20,000 | 20,000 | 20,000 | 219,110 | 219,510 | 99.99% | 99.99% |
10/12/2020 | 0.17% | 11.64 | 11.66 | 20,000 | 20,000 | 20,000 | 20,000 | 234,602 | 235,002 | 99.95% | 99.95% |
09/12/2020 | 0.16% | 11.94 | 11.96 | 20,000 | 20,000 | 20,000 | 20,000 | 249,079 | 249,479 | 99.99% | 99.99% |