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 | 0.54% | 2.17 | 2.18 | 80,000 | 80,000 | 80,000 | 80,000 | 173,725 | 174,663 | 100.00% | 100.00% |
17/12/2020 | 0.88% | 2.25 | 2.27 | 80,000 | 80,000 | 80,000 | 80,000 | 180,525 | 182,125 | 99.99% | 99.99% |
16/12/2020 | 0.82% | 2.43 | 2.45 | 80,000 | 80,000 | 80,000 | 80,000 | 194,945 | 196,545 | 99.99% | 99.99% |
15/12/2020 | 0.87% | 2.29 | 2.31 | 80,000 | 80,000 | 80,000 | 80,000 | 182,773 | 184,373 | 100.00% | 100.00% |
14/12/2020 | 0.94% | 2.15 | 2.17 | 80,000 | 80,000 | 80,000 | 80,000 | 170,128 | 171,728 | 100.00% | 100.00% |
11/12/2020 | 0.63% | 2.17 | 2.19 | 80,000 | 80,000 | 80,000 | 80,000 | 174,443 | 175,548 | 100.00% | 100.00% |
10/12/2020 | 0.42% | 2.24 | 2.25 | 80,000 | 80,000 | 80,000 | 80,000 | 190,165 | 190,965 | 99.99% | 99.99% |
09/12/2020 | 0.40% | 2.48 | 2.49 | 80,000 | 80,000 | 80,000 | 80,000 | 198,698 | 199,498 | 99.90% | 99.90% |
08/12/2020 | 0.91% | 2.40 | 2.41 | 80,000 | 80,000 | 80,000 | 80,000 | 199,150 | 200,964 | 96.98% | 96.98% |