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 | 0.42% | 2.39 | 2.39 | 250,000 | 250,000 | 250,000 | 250,000 | 594,510 | 597,010 | 3.43% | 7.12% |
17/12/2020 | 0.43% | 2.35 | 2.36 | 500,000 | 500,000 | 305,392 | 305,392 | 714,618 | 717,672 | 96.82% | 96.82% |
16/12/2020 | 0.44% | 2.28 | 2.29 | 500,000 | 500,000 | 305,434 | 305,434 | 696,840 | 699,894 | 96.75% | 96.75% |
15/12/2020 | 0.44% | 2.24 | 2.25 | 500,000 | 500,000 | 305,406 | 305,406 | 697,202 | 700,256 | 96.80% | 96.80% |
14/12/2020 | 0.46% | 2.23 | 2.24 | 500,000 | 500,000 | 305,881 | 305,881 | 661,203 | 664,262 | 95.98% | 95.98% |
11/12/2020 | 0.48% | 2.11 | 2.12 | 500,000 | 500,000 | 305,395 | 305,395 | 634,500 | 637,554 | 96.83% | 96.83% |
10/12/2020 | 0.48% | 2.12 | 2.13 | 500,000 | 500,000 | 305,395 | 305,395 | 632,052 | 635,106 | 96.80% | 96.80% |