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 | 0.19% | 5.39 | 5.34 | 30,000 | 30,000 | 30,000 | 30,000 | 158,739 | 159,039 | 3.43% | 7.13% |
17/12/2020 | 0.19% | 5.31 | 5.32 | 50,000 | 50,000 | 50,000 | 50,000 | 268,682 | 269,182 | 100.00% | 100.00% |
16/12/2020 | 0.19% | 5.14 | 5.15 | 30,000 | 30,000 | 30,337 | 30,337 | 162,195 | 162,499 | 99.93% | 99.93% |
15/12/2020 | 0.20% | 4.92 | 4.93 | 50,000 | 50,000 | 50,000 | 50,000 | 245,560 | 246,060 | 100.00% | 100.00% |
14/12/2020 | 0.18% | 5.23 | 5.24 | 50,000 | 50,000 | 50,000 | 50,000 | 270,096 | 270,596 | 99.99% | 99.99% |
11/12/2020 | 0.21% | 4.86 | 4.87 | 50,000 | 50,000 | 50,000 | 50,000 | 233,206 | 233,706 | 99.98% | 99.98% |
10/12/2020 | 0.20% | 5.01 | 5.02 | 50,000 | 50,000 | 50,000 | 50,000 | 253,111 | 253,611 | 99.95% | 99.95% |
09/12/2020 | 0.18% | 5.17 | 5.18 | 30,000 | 30,000 | 30,000 | 30,000 | 163,211 | 163,511 | 99.99% | 99.99% |