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 | 0.60% | 1.67 | 1.67 | 250,000 | 250,000 | 250,000 | 250,000 | 414,511 | 417,011 | 3.43% | 7.12% |
17/12/2020 | 0.62% | 1.63 | 1.64 | 500,000 | 500,000 | 305,393 | 305,393 | 495,048 | 498,102 | 96.83% | 96.83% |
16/12/2020 | 0.64% | 1.56 | 1.57 | 500,000 | 500,000 | 305,433 | 305,433 | 477,119 | 480,173 | 96.75% | 96.75% |
15/12/2020 | 0.64% | 1.51 | 1.52 | 500,000 | 500,000 | 305,406 | 305,406 | 477,191 | 480,245 | 96.80% | 96.80% |
14/12/2020 | 0.70% | 1.51 | 1.52 | 500,000 | 500,000 | 305,878 | 305,878 | 440,634 | 443,693 | 95.99% | 95.99% |
11/12/2020 | 0.74% | 1.39 | 1.40 | 500,000 | 500,000 | 305,392 | 305,392 | 414,086 | 417,140 | 96.82% | 96.82% |
10/12/2020 | 0.74% | 1.40 | 1.41 | 500,000 | 500,000 | 305,392 | 305,392 | 411,907 | 414,961 | 96.80% | 96.80% |