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 | - | 11.64 | - | 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 | 0.09% | 11.75 | 11.73 | 50,000 | 50,000 | 50,000 | 50,000 | 585,292 | 585,792 | 3.43% | 7.12% |
17/12/2020 | 0.09% | 11.71 | 11.72 | 100,000 | 100,000 | 60,729 | 60,729 | 711,279 | 711,887 | 100.00% | 100.00% |
16/12/2020 | 0.09% | 11.62 | 11.63 | 100,000 | 100,000 | 60,736 | 60,736 | 709,766 | 710,373 | 99.94% | 99.94% |
15/12/2020 | 0.09% | 11.52 | 11.53 | 100,000 | 100,000 | 60,729 | 60,729 | 698,934 | 699,541 | 100.00% | 100.00% |
14/12/2020 | 0.09% | 11.66 | 11.67 | 100,000 | 100,000 | 60,729 | 60,729 | 712,211 | 712,818 | 100.00% | 100.00% |
11/12/2020 | 0.09% | 11.53 | 11.54 | 100,000 | 100,000 | 60,730 | 60,730 | 693,775 | 694,382 | 99.99% | 99.99% |
10/12/2020 | 0.09% | 11.56 | 11.57 | 100,000 | 100,000 | 60,725 | 60,725 | 702,689 | 703,297 | 99.98% | 99.98% |