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 | - | 13.09 | - | 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% | 13.32 | 13.30 | 50,000 | 50,000 | 50,000 | 50,000 | 663,909 | 664,409 | 3.43% | 7.12% |
17/12/2020 | 0.08% | 13.25 | 13.26 | 100,000 | 100,000 | 60,729 | 60,729 | 805,107 | 805,715 | 100.00% | 100.00% |
16/12/2020 | 0.08% | 13.11 | 13.12 | 100,000 | 100,000 | 60,739 | 60,739 | 796,048 | 796,656 | 99.91% | 99.91% |
15/12/2020 | 0.08% | 12.83 | 12.84 | 100,000 | 100,000 | 60,729 | 60,729 | 780,662 | 781,269 | 100.00% | 100.00% |
14/12/2020 | 0.08% | 12.98 | 12.99 | 100,000 | 100,000 | 60,729 | 60,729 | 790,761 | 791,368 | 100.00% | 100.00% |
11/12/2020 | 0.08% | 12.77 | 12.78 | 100,000 | 100,000 | 60,730 | 60,730 | 771,394 | 772,001 | 99.99% | 99.99% |
10/12/2020 | 0.08% | 12.93 | 12.94 | 100,000 | 100,000 | 60,719 | 60,719 | 783,167 | 783,774 | 99.96% | 99.96% |