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 | - | 10.27 | - | 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 | 0.10% | 10.39 | 10.37 | 50,000 | 50,000 | 50,000 | 50,000 | 517,361 | 517,861 | 3.43% | 7.12% |
17/12/2020 | 0.10% | 10.35 | 10.36 | 100,000 | 100,000 | 60,729 | 60,729 | 628,939 | 629,546 | 100.00% | 100.00% |
16/12/2020 | 0.10% | 10.27 | 10.28 | 100,000 | 100,000 | 60,739 | 60,739 | 627,407 | 628,015 | 99.90% | 99.90% |
15/12/2020 | 0.10% | 10.16 | 10.17 | 100,000 | 100,000 | 60,729 | 60,729 | 616,340 | 616,947 | 100.00% | 100.00% |
14/12/2020 | 0.10% | 10.30 | 10.31 | 100,000 | 100,000 | 60,729 | 60,729 | 629,621 | 630,229 | 100.00% | 100.00% |
11/12/2020 | 0.10% | 10.16 | 10.17 | 100,000 | 100,000 | 60,730 | 60,730 | 610,991 | 611,598 | 100.00% | 100.00% |
10/12/2020 | 0.10% | 10.20 | 10.21 | 100,000 | 100,000 | 60,723 | 60,723 | 619,961 | 620,568 | 99.96% | 99.96% |