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 | 0.45% | 2.21 | 2.21 | 250,000 | 250,000 | 250,000 | 250,000 | 549,510 | 552,010 | 3.43% | 7.12% |
17/12/2020 | 0.46% | 2.17 | 2.18 | 500,000 | 500,000 | 305,382 | 305,382 | 659,410 | 662,463 | 96.81% | 96.81% |
16/12/2020 | 0.48% | 2.10 | 2.11 | 500,000 | 500,000 | 305,437 | 305,437 | 641,258 | 644,313 | 96.74% | 96.74% |
15/12/2020 | 0.47% | 2.05 | 2.06 | 500,000 | 500,000 | 305,400 | 305,400 | 641,533 | 644,587 | 96.80% | 96.80% |
14/12/2020 | 0.51% | 2.04 | 2.05 | 500,000 | 500,000 | 305,888 | 305,888 | 605,479 | 608,538 | 95.97% | 95.97% |
11/12/2020 | 0.53% | 1.93 | 1.94 | 500,000 | 500,000 | 305,393 | 305,393 | 578,909 | 581,963 | 96.82% | 96.82% |
10/12/2020 | 0.53% | 1.94 | 1.95 | 500,000 | 500,000 | 305,389 | 305,389 | 576,554 | 579,608 | 96.80% | 96.80% |