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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/12/2020 | 1.12% | 0.92 | 0.93 | 260,000 | 260,000 | 260,000 | 260,000 | 230,628 | 233,228 | 98.66% | 98.66% |
16/12/2020 | 1.57% | 0.70 | 0.71 | 290,000 | 290,000 | 290,000 | 290,000 | 184,353 | 187,253 | 100.00% | 100.00% |
15/12/2020 | 1.83% | 0.51 | 0.52 | 280,000 | 280,000 | 280,000 | 280,000 | 152,119 | 154,919 | 100.00% | 100.00% |
14/12/2020 | 1.60% | 0.62 | 0.63 | 300,000 | 300,000 | 300,000 | 300,000 | 186,660 | 189,660 | 100.00% | 100.00% |
11/12/2020 | 1.64% | 0.68 | 0.69 | 290,000 | 290,000 | 290,000 | 290,000 | 176,442 | 179,342 | 99.98% | 99.98% |
10/12/2020 | 1.32% | 0.70 | 0.71 | 300,000 | 300,000 | 300,000 | 300,000 | 226,848 | 229,848 | 99.94% | 99.94% |
09/12/2020 | 1.36% | 0.71 | 0.72 | 310,000 | 310,000 | 310,000 | 310,000 | 226,176 | 229,276 | 99.19% | 99.19% |
08/12/2020 | 1.81% | 0.64 | 0.65 | 330,000 | 330,000 | 330,000 | 330,000 | 182,781 | 186,081 | 100.00% | 100.00% |