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 | - | - |
22/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2020 | 0.47% | 2.12 | 2.12 | 250,000 | 250,000 | 250,000 | 250,000 | 527,010 | 529,510 | 3.43% | 7.12% |
17/12/2020 | 0.48% | 2.08 | 2.09 | 500,000 | 500,000 | 305,387 | 305,387 | 632,067 | 635,121 | 96.82% | 96.82% |
16/12/2020 | 0.50% | 2.01 | 2.02 | 500,000 | 500,000 | 305,434 | 305,434 | 614,193 | 617,248 | 96.75% | 96.75% |
15/12/2020 | 0.49% | 1.96 | 1.97 | 500,000 | 500,000 | 305,406 | 305,406 | 614,358 | 617,412 | 96.80% | 96.80% |
14/12/2020 | 0.53% | 1.96 | 1.97 | 500,000 | 500,000 | 305,883 | 305,883 | 578,049 | 581,108 | 95.98% | 95.98% |
11/12/2020 | 0.55% | 1.84 | 1.85 | 500,000 | 500,000 | 305,393 | 305,393 | 551,510 | 554,564 | 96.82% | 96.82% |
10/12/2020 | 0.56% | 1.85 | 1.86 | 500,000 | 500,000 | 305,396 | 305,396 | 549,205 | 552,259 | 96.80% | 96.80% |