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 | 0.46% | 2.14 | 2.15 | 100,000 | 100,000 | 100,000 | 100,000 | 215,256 | 216,256 | 100.00% | 100.00% |
17/12/2020 | 0.46% | 2.23 | 2.24 | 110,000 | 110,000 | 110,000 | 110,000 | 238,716 | 239,816 | 100.00% | 100.00% |
16/12/2020 | 0.51% | 1.96 | 1.97 | 100,000 | 100,000 | 100,000 | 100,000 | 196,744 | 197,744 | 99.80% | 99.80% |
15/12/2020 | 0.53% | 1.87 | 1.88 | 100,000 | 100,000 | 100,000 | 100,000 | 186,747 | 187,747 | 99.95% | 99.95% |
14/12/2020 | 0.59% | 1.69 | 1.70 | 110,000 | 110,000 | 110,000 | 110,000 | 186,576 | 187,676 | 98.21% | 98.21% |
11/12/2020 | 0.56% | 1.86 | 1.87 | 110,000 | 110,000 | 110,000 | 110,000 | 195,397 | 196,497 | 99.93% | 99.93% |
10/12/2020 | 0.56% | 1.76 | 1.77 | 110,000 | 110,000 | 110,000 | 110,000 | 196,450 | 197,550 | 99.82% | 99.82% |
09/12/2020 | 0.51% | 1.89 | 1.90 | 110,000 | 110,000 | 110,000 | 110,000 | 215,000 | 216,100 | 98.32% | 98.32% |
08/12/2020 | 0.49% | 2.05 | 2.06 | 110,000 | 110,000 | 110,000 | 110,000 | 224,217 | 225,317 | 99.77% | 99.77% |