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 | 1.77% | 1.14 | 1.16 | 50,000 | 50,000 | 50,000 | 50,000 | 56,131 | 57,131 | 50.13% | 50.13% |
17/12/2020 | 1.66% | 1.17 | 1.19 | 50,000 | 50,000 | 50,000 | 50,000 | 59,710 | 60,710 | 95.12% | 95.12% |
16/12/2020 | 1.75% | 1.14 | 1.16 | 50,000 | 50,000 | 50,000 | 50,000 | 56,725 | 57,725 | 91.74% | 91.74% |
15/12/2020 | 2.05% | 0.99 | 1.01 | 60,000 | 50,000 | 59,947 | 50,000 | 57,791 | 49,203 | 99.79% | 99.79% |
14/12/2020 | 1.91% | 0.96 | 0.98 | 60,000 | 50,000 | 50,943 | 50,000 | 52,746 | 52,820 | 98.70% | 98.70% |
11/12/2020 | 2.20% | 0.91 | 0.93 | 60,000 | 50,000 | 59,998 | 50,000 | 53,988 | 45,992 | 93.97% | 93.97% |
10/12/2020 | 1.87% | 1.07 | 1.09 | 50,000 | 50,000 | 52,245 | 50,000 | 55,231 | 54,068 | 95.64% | 95.64% |
09/12/2020 | 1.76% | 1.09 | 1.11 | 50,000 | 50,000 | 50,000 | 50,000 | 56,184 | 57,184 | 94.80% | 94.80% |
08/12/2020 | 1.85% | 1.06 | 1.08 | 50,000 | 50,000 | 50,000 | 50,000 | 53,617 | 54,617 | 95.76% | 95.76% |