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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
21/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2020 | 0.57% | 1.76 | 1.76 | 250,000 | 250,000 | 250,000 | 250,000 | 437,011 | 439,511 | 3.43% | 7.12% |
17/12/2020 | 0.58% | 1.72 | 1.73 | 500,000 | 500,000 | 305,393 | 305,393 | 522,684 | 525,738 | 96.82% | 96.82% |
16/12/2020 | 0.60% | 1.65 | 1.66 | 500,000 | 500,000 | 305,434 | 305,434 | 504,704 | 507,759 | 96.75% | 96.75% |
15/12/2020 | 0.60% | 1.61 | 1.62 | 500,000 | 500,000 | 305,406 | 305,406 | 504,851 | 507,905 | 96.80% | 96.80% |
14/12/2020 | 0.65% | 1.60 | 1.61 | 500,000 | 500,000 | 305,886 | 305,886 | 468,672 | 471,731 | 95.97% | 95.97% |
11/12/2020 | 0.69% | 1.48 | 1.49 | 500,000 | 500,000 | 305,395 | 305,395 | 441,845 | 444,899 | 96.82% | 96.82% |
10/12/2020 | 0.70% | 1.49 | 1.50 | 500,000 | 500,000 | 305,395 | 305,395 | 439,595 | 442,649 | 96.81% | 96.81% |