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 | 1.67% | 3.60 | 3.63 | 20,000 | 10,000 | 20,000 | 10,000 | 71,247 | 36,224 | 3.43% | 7.12% |
17/12/2020 | 2.15% | 3.48 | 3.51 | 100,000 | 100,000 | 36,941 | 36,941 | 128,156 | 130,145 | 95.56% | 95.56% |
16/12/2020 | 2.25% | 3.25 | 3.28 | 100,000 | 100,000 | 37,739 | 37,739 | 122,476 | 124,478 | 96.63% | 96.63% |
15/12/2020 | 2.22% | 3.09 | 3.12 | 100,000 | 100,000 | 37,736 | 37,736 | 121,411 | 123,413 | 96.65% | 96.65% |
14/12/2020 | 2.59% | 3.08 | 3.11 | 100,000 | 100,000 | 37,885 | 37,885 | 110,236 | 112,249 | 95.82% | 95.82% |
11/12/2020 | 2.83% | 2.71 | 2.74 | 100,000 | 100,000 | 37,713 | 37,713 | 98,988 | 100,989 | 96.74% | 96.74% |
10/12/2020 | 2.89% | 2.74 | 2.77 | 100,000 | 100,000 | 36,695 | 36,695 | 96,977 | 98,962 | 95.09% | 95.09% |
09/12/2020 | 2.39% | 3.01 | 3.04 | 10,000 | 10,000 | 4,888 | 4,888 | 14,981 | 15,248 | 96.73% | 96.73% |