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 | 0.49% | 2.03 | 2.03 | 250,000 | 250,000 | 250,000 | 250,000 | 504,511 | 507,011 | 3.43% | 7.12% |
17/12/2020 | 0.51% | 1.99 | 2.00 | 500,000 | 500,000 | 305,389 | 305,389 | 604,493 | 607,547 | 96.82% | 96.82% |
16/12/2020 | 0.52% | 1.92 | 1.93 | 500,000 | 500,000 | 305,438 | 305,438 | 586,463 | 589,518 | 96.74% | 96.74% |
15/12/2020 | 0.52% | 1.87 | 1.88 | 500,000 | 500,000 | 305,406 | 305,406 | 586,483 | 589,537 | 96.80% | 96.80% |
14/12/2020 | 0.56% | 1.86 | 1.87 | 500,000 | 500,000 | 305,880 | 305,880 | 550,375 | 553,434 | 95.98% | 95.98% |
11/12/2020 | 0.58% | 1.75 | 1.76 | 500,000 | 500,000 | 305,393 | 305,393 | 523,841 | 526,895 | 96.82% | 96.82% |
10/12/2020 | 0.59% | 1.76 | 1.77 | 500,000 | 500,000 | 305,394 | 305,394 | 521,566 | 524,620 | 96.80% | 96.80% |