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 | 0.44% | 2.30 | 2.30 | 250,000 | 250,000 | 250,000 | 250,000 | 572,011 | 574,511 | 3.43% | 7.12% |
17/12/2020 | 0.44% | 2.26 | 2.27 | 500,000 | 500,000 | 305,392 | 305,392 | 687,018 | 690,072 | 96.83% | 96.83% |
16/12/2020 | 0.46% | 2.19 | 2.20 | 500,000 | 500,000 | 305,433 | 305,433 | 669,105 | 672,159 | 96.75% | 96.75% |
15/12/2020 | 0.45% | 2.14 | 2.15 | 500,000 | 500,000 | 305,406 | 305,406 | 669,493 | 672,547 | 96.81% | 96.81% |
14/12/2020 | 0.48% | 2.14 | 2.15 | 500,000 | 500,000 | 305,870 | 305,870 | 633,221 | 636,280 | 96.00% | 96.00% |
11/12/2020 | 0.50% | 2.02 | 2.03 | 500,000 | 500,000 | 305,394 | 305,394 | 606,574 | 609,627 | 96.83% | 96.83% |
10/12/2020 | 0.51% | 2.03 | 2.04 | 500,000 | 500,000 | 305,394 | 305,394 | 604,296 | 607,350 | 96.80% | 96.80% |