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 | - | 16.26 | - | 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% | 16.48 | 16.46 | 50,000 | 50,000 | 50,000 | 50,000 | 822,041 | 822,541 | 3.43% | 7.12% |
17/12/2020 | 0.06% | 16.41 | 16.42 | 100,000 | 100,000 | 60,729 | 60,729 | 996,786 | 997,394 | 100.00% | 100.00% |
16/12/2020 | 0.06% | 16.27 | 16.28 | 100,000 | 100,000 | 60,737 | 60,737 | 987,841 | 988,449 | 99.92% | 99.92% |
15/12/2020 | 0.06% | 16.00 | 16.01 | 100,000 | 100,000 | 60,729 | 60,729 | 972,894 | 973,501 | 100.00% | 100.00% |
14/12/2020 | 0.06% | 16.15 | 16.16 | 100,000 | 100,000 | 60,729 | 60,729 | 983,003 | 983,610 | 100.00% | 100.00% |
11/12/2020 | 0.06% | 15.95 | 15.96 | 100,000 | 100,000 | 60,730 | 60,730 | 964,083 | 964,690 | 99.99% | 99.99% |
10/12/2020 | 0.06% | 16.10 | 16.11 | 100,000 | 100,000 | 60,721 | 60,721 | 975,636 | 976,243 | 99.97% | 99.97% |