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 | 6.66% | 0.28 | 0.30 | 180,000 | 50,000 | 176,623 | 50,000 | 51,289 | 15,532 | 99.99% | 99.99% |
17/12/2020 | 6.93% | 0.27 | 0.29 | 190,000 | 50,000 | 184,296 | 50,000 | 51,330 | 14,967 | 100.00% | 100.00% |
16/12/2020 | 10.00% | 0.22 | 0.24 | 230,000 | 50,000 | 335,574 | 50,000 | 50,769 | 8,588 | 100.00% | 100.00% |
15/12/2020 | 8.05% | 0.13 | 0.14 | 390,000 | 50,000 | 385,821 | 50,000 | 50,676 | 7,184 | 97.67% | 97.67% |
14/12/2020 | 11.25% | 0.18 | 0.20 | 280,000 | 50,000 | 318,152 | 50,000 | 50,737 | 9,063 | 100.00% | 100.00% |
11/12/2020 | 8.60% | 0.22 | 0.24 | 230,000 | 50,000 | 388,536 | 50,000 | 50,538 | 7,319 | 100.00% | 100.00% |
10/12/2020 | 8.12% | 0.14 | 0.15 | 360,000 | 50,000 | 381,030 | 50,000 | 50,763 | 7,469 | 100.00% | 100.00% |
09/12/2020 | 10.83% | 0.10 | 0.11 | 500,000 | 50,000 | 499,167 | 50,000 | 44,120 | 4,921 | 99.98% | 99.98% |
08/12/2020 | 19.63% | 0.05 | 0.06 | 500,000 | 50,000 | 500,000 | 50,000 | 23,231 | 2,823 | 100.00% | 100.00% |