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 | - | 16.72 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 51.25% |
21/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2020 | 0.06% | 16.94 | 16.92 | 50,000 | 50,000 | 50,000 | 50,000 | 844,694 | 845,194 | 3.42% | 7.12% |
17/12/2020 | 0.06% | 16.86 | 16.87 | 100,000 | 100,000 | 60,729 | 60,729 | 1,024,250 | 1,024,860 | 100.00% | 100.00% |
16/12/2020 | 0.06% | 16.73 | 16.74 | 100,000 | 100,000 | 60,737 | 60,737 | 1,015,320 | 1,015,930 | 99.92% | 99.92% |
15/12/2020 | 0.06% | 16.45 | 16.46 | 100,000 | 100,000 | 60,729 | 60,729 | 1,000,460 | 1,001,070 | 100.00% | 100.00% |
14/12/2020 | 0.06% | 16.61 | 16.62 | 100,000 | 100,000 | 60,729 | 60,729 | 1,010,550 | 1,011,160 | 100.00% | 100.00% |
11/12/2020 | 0.06% | 16.41 | 16.42 | 100,000 | 100,000 | 60,730 | 60,730 | 991,700 | 992,308 | 99.99% | 99.99% |
10/12/2020 | 0.06% | 16.55 | 16.56 | 100,000 | 100,000 | 60,717 | 60,717 | 1,003,160 | 1,003,770 | 99.95% | 99.95% |