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 | 0.77% | 1.28 | 1.30 | 500,000 | 500,000 | 500,000 | 500,000 | 645,686 | 650,686 | 3.43% | 7.12% |
17/12/2020 | 0.77% | 1.30 | 1.31 | 500,000 | 500,000 | 500,000 | 500,000 | 644,270 | 649,270 | 100.00% | 100.00% |
16/12/2020 | 0.76% | 1.32 | 1.33 | 500,000 | 500,000 | 492,233 | 492,233 | 646,999 | 651,921 | 99.99% | 99.99% |
15/12/2020 | 0.73% | 1.37 | 1.38 | 500,000 | 500,000 | 500,000 | 500,000 | 684,048 | 689,048 | 100.00% | 100.00% |
14/12/2020 | 0.74% | 1.35 | 1.36 | 500,000 | 500,000 | 499,891 | 499,891 | 671,008 | 676,007 | 100.00% | 100.00% |
11/12/2020 | 0.71% | 1.40 | 1.41 | 500,000 | 500,000 | 500,000 | 500,000 | 703,232 | 708,232 | 100.00% | 100.00% |
10/12/2020 | 0.73% | 1.36 | 1.37 | 500,000 | 500,000 | 500,000 | 500,000 | 684,968 | 689,968 | 100.00% | 100.00% |
09/12/2020 | 0.76% | 1.34 | 1.35 | 500,000 | 500,000 | 500,000 | 500,000 | 659,109 | 664,109 | 100.00% | 100.00% |