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 | 0.39% | 2.57 | 2.57 | 250,000 | 250,000 | 250,000 | 250,000 | 639,510 | 642,010 | 3.43% | 7.12% |
17/12/2020 | 0.40% | 2.53 | 2.54 | 500,000 | 500,000 | 305,380 | 305,380 | 769,890 | 772,944 | 96.81% | 96.81% |
16/12/2020 | 0.41% | 2.46 | 2.47 | 500,000 | 500,000 | 305,439 | 305,439 | 752,241 | 755,296 | 96.74% | 96.74% |
15/12/2020 | 0.40% | 2.42 | 2.43 | 500,000 | 500,000 | 305,405 | 305,405 | 753,037 | 756,091 | 96.80% | 96.80% |
14/12/2020 | 0.43% | 2.41 | 2.42 | 500,000 | 500,000 | 305,882 | 305,882 | 717,323 | 720,381 | 95.97% | 95.97% |
11/12/2020 | 0.44% | 2.30 | 2.31 | 500,000 | 500,000 | 305,395 | 305,395 | 690,734 | 693,788 | 96.82% | 96.82% |
10/12/2020 | 0.44% | 2.30 | 2.31 | 500,000 | 500,000 | 305,393 | 305,393 | 688,338 | 691,392 | 96.80% | 96.80% |