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 | 2.10% | 0.51 | 0.52 | 300,000 | 300,000 | 300,000 | 300,000 | 142,868 | 145,868 | 83.50% | 83.50% |
16/12/2020 | 4.06% | 0.30 | 0.31 | 420,000 | 420,000 | 420,000 | 420,000 | 104,163 | 108,363 | 94.18% | 94.18% |
15/12/2020 | 5.23% | 0.16 | 0.17 | 370,000 | 370,000 | 370,000 | 370,000 | 69,996 | 73,696 | 98.75% | 98.75% |
14/12/2020 | 3.71% | 0.27 | 0.28 | 380,000 | 380,000 | 380,000 | 380,000 | 101,150 | 104,950 | 80.48% | 80.48% |
11/12/2020 | 3.72% | 0.32 | 0.33 | 370,000 | 370,000 | 370,000 | 370,000 | 100,147 | 103,847 | 94.06% | 94.06% |
10/12/2020 | 2.56% | 0.34 | 0.35 | 370,000 | 370,000 | 370,000 | 370,000 | 144,753 | 148,453 | 90.03% | 90.03% |
09/12/2020 | 2.65% | 0.36 | 0.37 | 400,000 | 400,000 | 400,000 | 400,000 | 149,465 | 153,465 | 85.27% | 85.27% |
08/12/2020 | 4.08% | 0.30 | 0.31 | 430,000 | 430,000 | 430,000 | 430,000 | 106,327 | 110,627 | 96.57% | 96.57% |