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 | - | - |
18/12/2020 | 0.35% | 2.85 | 2.86 | 100,000 | 100,000 | 100,000 | 100,000 | 286,063 | 287,063 | 100.00% | 100.00% |
17/12/2020 | 0.35% | 2.93 | 2.94 | 100,000 | 100,000 | 100,000 | 100,000 | 287,735 | 288,735 | 99.95% | 99.95% |
16/12/2020 | 0.37% | 2.66 | 2.67 | 100,000 | 100,000 | 100,000 | 100,000 | 267,487 | 268,487 | 99.94% | 99.94% |
15/12/2020 | 0.39% | 2.58 | 2.59 | 100,000 | 100,000 | 100,000 | 100,000 | 257,677 | 258,677 | 99.95% | 99.95% |
14/12/2020 | 0.41% | 2.40 | 2.41 | 100,000 | 100,000 | 100,000 | 100,000 | 240,530 | 241,530 | 98.28% | 98.28% |
11/12/2020 | 0.40% | 2.57 | 2.58 | 100,000 | 100,000 | 100,000 | 100,000 | 248,717 | 249,717 | 99.94% | 99.94% |
10/12/2020 | 0.40% | 2.47 | 2.48 | 100,000 | 100,000 | 100,000 | 100,000 | 249,625 | 250,625 | 99.83% | 99.83% |
09/12/2020 | 0.37% | 2.60 | 2.61 | 100,000 | 100,000 | 100,000 | 100,000 | 266,487 | 267,487 | 98.57% | 98.57% |
08/12/2020 | 0.36% | 2.76 | 2.77 | 100,000 | 100,000 | 100,000 | 100,000 | 274,960 | 275,960 | 99.85% | 99.85% |