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 | - | - |
16/12/2020 | 8.07% | 0.11 | 0.12 | 160,000 | 160,000 | 160,000 | 160,000 | 19,083 | 20,683 | 99.99% | 99.99% |
15/12/2020 | 7.09% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 21,823 | 23,423 | 100.00% | 100.00% |
14/12/2020 | 8.93% | 0.14 | 0.16 | 160,000 | 160,000 | 160,000 | 160,000 | 17,350 | 18,950 | 100.00% | 100.00% |
11/12/2020 | 6.04% | 0.14 | 0.14 | 160,000 | 160,000 | 160,000 | 160,000 | 26,017 | 27,617 | 99.98% | 99.98% |
10/12/2020 | 5.19% | 0.17 | 0.18 | 160,000 | 160,000 | 160,000 | 160,000 | 30,070 | 31,670 | 99.99% | 99.99% |
09/12/2020 | 5.14% | 0.21 | 0.22 | 160,000 | 160,000 | 160,000 | 160,000 | 30,373 | 31,973 | 100.00% | 100.00% |
08/12/2020 | 4.88% | 0.20 | 0.21 | 160,000 | 160,000 | 160,000 | 160,000 | 31,978 | 33,578 | 100.00% | 100.00% |
07/12/2020 | 4.77% | 0.19 | 0.20 | 160,000 | 160,000 | 160,000 | 160,000 | 32,752 | 34,352 | 99.78% | 99.78% |
04/12/2020 | 4.39% | 0.22 | 0.23 | 160,000 | 160,000 | 160,000 | 160,000 | 35,648 | 37,248 | 99.99% | 99.99% |