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 |
---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.20% | 0.44 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 225,000 | 230,000 | 3.43% | 7.12% |
17/12/2020 | 2.20% | 0.45 | 0.46 | 500,000 | 500,000 | 500,000 | 500,000 | 224,799 | 229,799 | 100.00% | 100.00% |
16/12/2020 | 2.15% | 0.46 | 0.47 | 500,000 | 500,000 | 492,234 | 492,234 | 226,921 | 231,843 | 100.00% | 100.00% |
15/12/2020 | 2.02% | 0.49 | 0.50 | 500,000 | 500,000 | 500,000 | 500,000 | 244,824 | 249,824 | 100.00% | 100.00% |
14/12/2020 | 2.08% | 0.48 | 0.49 | 500,000 | 500,000 | 499,891 | 499,891 | 237,396 | 242,395 | 100.00% | 100.00% |
11/12/2020 | 1.95% | 0.51 | 0.52 | 500,000 | 500,000 | 500,000 | 500,000 | 254,463 | 259,463 | 100.00% | 100.00% |
10/12/2020 | 2.02% | 0.49 | 0.50 | 500,000 | 500,000 | 500,000 | 500,000 | 244,531 | 249,531 | 100.00% | 100.00% |
09/12/2020 | 2.14% | 0.47 | 0.48 | 500,000 | 500,000 | 500,000 | 500,000 | 230,617 | 235,617 | 100.00% | 100.00% |