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 | - | 15.81 | - | 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% | 16.03 | 16.01 | 50,000 | 50,000 | 50,000 | 50,000 | 799,385 | 799,885 | 3.43% | 7.12% |
17/12/2020 | 0.06% | 15.96 | 15.97 | 100,000 | 100,000 | 60,729 | 60,729 | 969,328 | 969,935 | 100.00% | 100.00% |
16/12/2020 | 0.06% | 15.82 | 15.83 | 100,000 | 100,000 | 60,734 | 60,734 | 960,303 | 960,911 | 99.95% | 99.95% |
15/12/2020 | 0.06% | 15.54 | 15.55 | 100,000 | 100,000 | 60,728 | 60,728 | 945,342 | 945,949 | 100.00% | 100.00% |
14/12/2020 | 0.06% | 15.70 | 15.71 | 100,000 | 100,000 | 60,728 | 60,728 | 955,443 | 956,050 | 100.00% | 100.00% |
11/12/2020 | 0.06% | 15.50 | 15.51 | 100,000 | 100,000 | 60,730 | 60,730 | 936,466 | 937,073 | 99.99% | 99.99% |
10/12/2020 | 0.06% | 15.64 | 15.65 | 100,000 | 100,000 | 60,715 | 60,715 | 947,973 | 948,580 | 99.95% | 99.95% |