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 | - | 12.09 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 51.25% |
21/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2020 | 0.08% | 12.20 | 12.19 | 50,000 | 50,000 | 50,000 | 50,000 | 607,953 | 608,453 | 3.43% | 7.13% |
17/12/2020 | 0.08% | 12.16 | 12.17 | 100,000 | 100,000 | 60,729 | 60,729 | 738,733 | 739,340 | 100.00% | 100.00% |
16/12/2020 | 0.08% | 12.08 | 12.09 | 100,000 | 100,000 | 60,740 | 60,740 | 737,283 | 737,890 | 99.90% | 99.90% |
15/12/2020 | 0.08% | 11.97 | 11.98 | 100,000 | 100,000 | 60,728 | 60,728 | 726,452 | 727,059 | 100.00% | 100.00% |
14/12/2020 | 0.08% | 12.12 | 12.13 | 100,000 | 100,000 | 60,729 | 60,729 | 739,755 | 740,362 | 100.00% | 100.00% |
11/12/2020 | 0.08% | 11.98 | 11.99 | 100,000 | 100,000 | 60,730 | 60,730 | 721,377 | 721,984 | 99.99% | 99.99% |
10/12/2020 | 0.08% | 12.01 | 12.02 | 100,000 | 100,000 | 60,723 | 60,723 | 730,235 | 730,842 | 99.98% | 99.98% |