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 | 1.35% | 0.73 | 0.74 | 110,000 | 110,000 | 110,000 | 110,000 | 81,002 | 82,102 | 99.98% | 99.98% |
17/12/2020 | 1.32% | 0.81 | 0.82 | 110,000 | 110,000 | 109,996 | 110,000 | 83,153 | 84,255 | 99.94% | 99.94% |
16/12/2020 | 1.79% | 0.54 | 0.55 | 110,000 | 110,000 | 110,000 | 110,000 | 61,000 | 62,100 | 99.89% | 99.89% |
15/12/2020 | 2.16% | 0.46 | 0.47 | 120,000 | 120,000 | 120,000 | 120,000 | 55,152 | 56,352 | 99.95% | 99.95% |
14/12/2020 | 3.18% | 0.30 | 0.31 | 120,000 | 120,000 | 120,000 | 120,000 | 37,358 | 38,558 | 98.31% | 98.31% |
11/12/2020 | 2.42% | 0.48 | 0.49 | 130,000 | 130,000 | 130,000 | 130,000 | 53,518 | 54,818 | 99.95% | 99.95% |
10/12/2020 | 2.31% | 0.40 | 0.41 | 130,000 | 130,000 | 130,000 | 130,000 | 56,065 | 57,365 | 99.84% | 99.84% |
09/12/2020 | 1.71% | 0.52 | 0.53 | 110,000 | 110,000 | 110,000 | 110,000 | 64,297 | 65,397 | 98.94% | 98.94% |
08/12/2020 | 1.49% | 0.68 | 0.69 | 120,000 | 120,000 | 120,000 | 120,000 | 79,980 | 81,180 | 100.00% | 100.00% |