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 | 0.50% | 100.29 | 100.79 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,570 | 503,786 | 99.45% | 99.45% |
17/12/2020 | 0.50% | 100.28 | 100.78 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,940 | 503,971 | 99.45% | 99.45% |
16/12/2020 | 0.50% | 100.30 | 100.80 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,070 | 504,033 | 99.45% | 99.45% |
15/12/2020 | 0.50% | 100.38 | 100.88 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,000 | 504,499 | 99.44% | 99.44% |
14/12/2020 | 0.50% | 100.35 | 100.85 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,690 | 504,344 | 99.44% | 99.44% |
11/12/2020 | 0.50% | 100.44 | 100.94 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,580 | 504,792 | 99.44% | 99.44% |
10/12/2020 | 0.50% | 100.42 | 100.92 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,090 | 504,543 | 99.45% | 99.45% |
09/12/2020 | 0.50% | 100.34 | 100.84 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,070 | 504,036 | 99.44% | 99.44% |
08/12/2020 | 0.50% | 100.38 | 100.88 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,820 | 504,409 | 99.44% | 99.44% |