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 | 0.69% | 1.44 | 1.45 | 100,000 | 100,000 | 100,000 | 100,000 | 144,439 | 145,439 | 100.00% | 100.00% |
17/12/2020 | 0.68% | 1.52 | 1.53 | 110,000 | 110,000 | 110,000 | 110,000 | 160,900 | 162,000 | 99.96% | 99.96% |
16/12/2020 | 0.79% | 1.25 | 1.26 | 110,000 | 110,000 | 110,000 | 110,000 | 138,596 | 139,696 | 99.94% | 99.94% |
15/12/2020 | 0.86% | 1.16 | 1.17 | 110,000 | 110,000 | 110,000 | 110,000 | 127,424 | 128,524 | 99.95% | 99.95% |
14/12/2020 | 1.01% | 0.98 | 0.99 | 110,000 | 110,000 | 110,000 | 110,000 | 108,797 | 109,897 | 98.24% | 98.24% |
11/12/2020 | 0.93% | 1.15 | 1.16 | 110,000 | 110,000 | 110,000 | 110,000 | 118,193 | 119,293 | 99.98% | 99.98% |
10/12/2020 | 0.92% | 1.06 | 1.07 | 110,000 | 110,000 | 110,000 | 110,000 | 119,643 | 120,743 | 99.81% | 99.81% |
09/12/2020 | 0.80% | 1.18 | 1.19 | 110,000 | 110,000 | 110,000 | 110,000 | 137,744 | 138,844 | 98.94% | 98.94% |
08/12/2020 | 0.75% | 1.35 | 1.36 | 110,000 | 110,000 | 110,000 | 110,000 | 147,056 | 148,156 | 99.84% | 99.84% |