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 | - | - |
08/12/2020 | 0.50% | 99.86 | 100.36 | 500,000 | 500,000 | 500,000 | 500,000 | 499,272 | 501,772 | 99.38% | 99.38% |
07/12/2020 | 0.50% | 99.82 | 100.32 | 500,000 | 500,000 | 500,000 | 500,000 | 499,045 | 501,545 | 99.37% | 99.37% |
04/12/2020 | 0.50% | 99.75 | 100.25 | 500,000 | 500,000 | 500,000 | 500,000 | 498,750 | 501,250 | 99.38% | 99.38% |
03/12/2020 | 0.50% | 99.70 | 100.20 | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 | 501,000 | 99.38% | 99.38% |
02/12/2020 | 0.50% | 99.75 | 100.25 | 500,000 | 500,000 | 500,000 | 500,000 | 498,993 | 501,493 | 99.38% | 99.38% |
01/12/2020 | 0.50% | 99.80 | 100.30 | 500,000 | 500,000 | 500,000 | 500,000 | 498,994 | 501,494 | 99.38% | 99.38% |
30/11/2020 | 0.50% | 99.70 | 100.20 | 500,000 | 500,000 | 500,000 | 500,000 | 498,481 | 500,981 | 99.38% | 99.38% |
27/11/2020 | 0.50% | 99.75 | 100.25 | 500,000 | 500,000 | 500,000 | 500,000 | 498,576 | 501,076 | 99.38% | 99.38% |
26/11/2020 | 0.50% | 99.70 | 100.20 | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 | 501,000 | 99.38% | 99.38% |