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 | - | - |
07/01/2021 | 21.32% | 0.04 | 0.05 | 160,000 | 160,000 | 160,000 | 160,000 | 6,740 | 8,340 | 100.00% | 100.00% |
05/01/2021 | 10.60% | 0.08 | 0.09 | 160,000 | 160,000 | 160,000 | 160,000 | 14,398 | 15,998 | 100.00% | 100.00% |
04/01/2021 | 16.09% | 0.08 | 0.09 | 160,000 | 160,000 | 160,000 | 160,000 | 9,224 | 10,824 | 99.49% | 99.49% |
30/12/2020 | 10.04% | 0.10 | 0.11 | 160,000 | 160,000 | 160,000 | 160,000 | 15,169 | 16,769 | 100.00% | 100.00% |
29/12/2020 | 9.47% | 0.11 | 0.12 | 160,000 | 160,000 | 160,000 | 160,000 | 16,101 | 17,701 | 99.84% | 99.84% |
28/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23/12/2020 | 8.37% | 0.11 | 0.12 | 160,000 | 160,000 | 160,000 | 160,000 | 18,320 | 19,920 | 99.13% | 99.13% |
22/12/2020 | 7.26% | 0.13 | 0.14 | 160,000 | 160,000 | 160,000 | 160,000 | 21,322 | 22,922 | 99.23% | 99.23% |
21/12/2020 | 6.24% | 0.16 | 0.17 | 160,000 | 160,000 | 160,000 | 160,000 | 25,056 | 26,656 | 99.99% | 99.99% |