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 | 0.52% | 1.94 | 1.94 | 250,000 | 250,000 | 250,000 | 250,000 | 482,011 | 484,511 | 3.43% | 7.12% |
17/12/2020 | 0.53% | 1.90 | 1.91 | 500,000 | 500,000 | 305,394 | 305,394 | 576,920 | 579,974 | 96.82% | 96.82% |
16/12/2020 | 0.55% | 1.83 | 1.84 | 500,000 | 500,000 | 305,433 | 305,433 | 558,643 | 561,697 | 96.75% | 96.75% |
15/12/2020 | 0.54% | 1.78 | 1.79 | 500,000 | 500,000 | 305,406 | 305,406 | 558,708 | 561,762 | 96.80% | 96.80% |
14/12/2020 | 0.59% | 1.77 | 1.78 | 500,000 | 500,000 | 305,878 | 305,878 | 522,726 | 525,785 | 95.99% | 95.99% |
11/12/2020 | 0.62% | 1.66 | 1.67 | 500,000 | 500,000 | 305,395 | 305,395 | 496,155 | 499,209 | 96.82% | 96.82% |
10/12/2020 | 0.62% | 1.66 | 1.67 | 500,000 | 500,000 | 305,393 | 305,393 | 493,971 | 497,025 | 96.80% | 96.80% |