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 | - | 10.73 | - | 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% | 10.84 | 10.83 | 50,000 | 50,000 | 50,000 | 50,000 | 540,008 | 540,508 | 3.43% | 7.13% |
17/12/2020 | 0.09% | 10.80 | 10.81 | 100,000 | 100,000 | 60,729 | 60,729 | 656,394 | 657,002 | 100.00% | 100.00% |
16/12/2020 | 0.09% | 10.72 | 10.73 | 100,000 | 100,000 | 60,733 | 60,733 | 654,823 | 655,430 | 99.97% | 99.97% |
15/12/2020 | 0.09% | 10.61 | 10.62 | 100,000 | 100,000 | 60,728 | 60,728 | 643,848 | 644,456 | 100.00% | 100.00% |
14/12/2020 | 0.09% | 10.75 | 10.76 | 100,000 | 100,000 | 60,729 | 60,729 | 657,151 | 657,758 | 100.00% | 100.00% |
11/12/2020 | 0.10% | 10.62 | 10.63 | 100,000 | 100,000 | 60,730 | 60,730 | 638,590 | 639,197 | 99.98% | 99.98% |
10/12/2020 | 0.09% | 10.65 | 10.66 | 100,000 | 100,000 | 60,726 | 60,726 | 647,571 | 648,178 | 99.99% | 99.99% |