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 | 0.65% | 1.56 | 1.55 | 100,000 | 100,000 | 100,000 | 100,000 | 152,835 | 153,835 | 3.43% | 7.13% |
17/12/2020 | 0.64% | 1.54 | 1.55 | 100,000 | 100,000 | 100,000 | 100,000 | 155,297 | 156,297 | 100.00% | 100.00% |
16/12/2020 | 0.65% | 1.46 | 1.47 | 100,000 | 100,000 | 99,155 | 99,155 | 152,372 | 153,363 | 99.94% | 99.94% |
15/12/2020 | 0.72% | 1.38 | 1.39 | 100,000 | 100,000 | 100,000 | 100,000 | 138,259 | 139,259 | 100.00% | 100.00% |
14/12/2020 | 0.64% | 1.50 | 1.51 | 100,000 | 100,000 | 99,988 | 99,988 | 155,742 | 156,742 | 100.00% | 100.00% |
11/12/2020 | 0.77% | 1.37 | 1.38 | 100,000 | 100,000 | 100,000 | 100,000 | 129,775 | 130,775 | 99.98% | 99.98% |
10/12/2020 | 0.70% | 1.42 | 1.43 | 100,000 | 100,000 | 100,000 | 100,000 | 143,485 | 144,485 | 99.99% | 99.99% |
09/12/2020 | 0.63% | 1.47 | 1.48 | 100,000 | 100,000 | 100,000 | 100,000 | 157,159 | 158,159 | 99.99% | 99.99% |