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 | - | - |
18/12/2020 | 0.49% | 2.03 | 2.04 | 210,000 | 210,000 | 210,000 | 210,000 | 427,763 | 429,863 | 99.87% | 99.87% |
17/12/2020 | 0.50% | 1.97 | 1.98 | 210,000 | 210,000 | 210,000 | 210,000 | 421,275 | 423,375 | 96.92% | 96.92% |
16/12/2020 | 0.55% | 1.85 | 1.86 | 210,000 | 210,000 | 210,000 | 210,000 | 382,429 | 384,529 | 98.03% | 98.03% |
15/12/2020 | 0.60% | 1.61 | 1.62 | 210,000 | 210,000 | 210,000 | 210,000 | 348,213 | 350,313 | 96.86% | 96.86% |
14/12/2020 | 0.65% | 1.67 | 1.68 | 220,000 | 220,000 | 220,000 | 220,000 | 337,687 | 339,887 | 97.99% | 97.99% |
11/12/2020 | 0.74% | 1.36 | 1.37 | 220,000 | 220,000 | 220,000 | 220,000 | 297,945 | 300,145 | 97.70% | 97.70% |
10/12/2020 | 1.39% | 1.52 | 1.53 | 230,000 | 230,000 | 230,000 | 230,000 | 321,627 | 326,129 | 95.58% | 95.58% |
09/12/2020 | 0.59% | 1.80 | 1.82 | 210,000 | 210,000 | 210,000 | 210,000 | 388,740 | 391,028 | 94.70% | 94.70% |
08/12/2020 | 0.57% | 1.73 | 1.74 | 220,000 | 220,000 | 220,000 | 220,000 | 388,272 | 390,472 | 95.90% | 95.90% |