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 | - | 12.63 | - | 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% | 12.87 | 12.85 | 50,000 | 50,000 | 50,000 | 50,000 | 641,242 | 641,742 | 3.43% | 7.12% |
17/12/2020 | 0.08% | 12.79 | 12.80 | 100,000 | 100,000 | 60,729 | 60,729 | 777,655 | 778,262 | 100.00% | 100.00% |
16/12/2020 | 0.08% | 12.66 | 12.67 | 100,000 | 100,000 | 60,735 | 60,735 | 768,540 | 769,147 | 99.94% | 99.94% |
15/12/2020 | 0.08% | 12.38 | 12.39 | 100,000 | 100,000 | 60,729 | 60,729 | 753,124 | 753,732 | 100.00% | 100.00% |
14/12/2020 | 0.08% | 12.53 | 12.54 | 100,000 | 100,000 | 60,729 | 60,729 | 763,231 | 763,838 | 100.00% | 100.00% |
11/12/2020 | 0.08% | 12.32 | 12.33 | 100,000 | 100,000 | 60,731 | 60,731 | 743,816 | 744,424 | 99.98% | 99.98% |
10/12/2020 | 0.08% | 12.47 | 12.48 | 100,000 | 100,000 | 60,721 | 60,721 | 755,608 | 756,216 | 99.95% | 99.95% |