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 | - | 11.18 | - | 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% | 11.29 | 11.28 | 50,000 | 50,000 | 50,000 | 50,000 | 562,656 | 563,156 | 3.43% | 7.12% |
17/12/2020 | 0.09% | 11.26 | 11.27 | 100,000 | 100,000 | 60,729 | 60,729 | 683,835 | 684,443 | 100.00% | 100.00% |
16/12/2020 | 0.09% | 11.17 | 11.18 | 100,000 | 100,000 | 60,731 | 60,731 | 682,263 | 682,871 | 99.98% | 99.98% |
15/12/2020 | 0.09% | 11.06 | 11.07 | 100,000 | 100,000 | 60,729 | 60,729 | 671,393 | 672,000 | 100.00% | 100.00% |
14/12/2020 | 0.09% | 11.21 | 11.22 | 100,000 | 100,000 | 60,728 | 60,728 | 684,666 | 685,273 | 100.00% | 100.00% |
11/12/2020 | 0.09% | 11.07 | 11.08 | 100,000 | 100,000 | 60,730 | 60,730 | 666,188 | 666,795 | 99.99% | 99.99% |
10/12/2020 | 0.09% | 11.11 | 11.12 | 100,000 | 100,000 | 60,725 | 60,725 | 675,117 | 675,724 | 99.98% | 99.98% |