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 | 1.28% | 0.78 | 0.79 | 200,000 | 200,000 | 200,000 | 200,000 | 155,111 | 157,111 | 100.00% | 100.00% |
17/12/2020 | 1.32% | 0.74 | 0.75 | 200,000 | 200,000 | 200,000 | 200,000 | 150,462 | 152,462 | 100.00% | 100.00% |
16/12/2020 | 1.48% | 0.69 | 0.70 | 210,000 | 210,000 | 210,000 | 210,000 | 141,003 | 143,103 | 100.00% | 100.00% |
15/12/2020 | 1.62% | 0.61 | 0.62 | 210,000 | 210,000 | 210,000 | 210,000 | 128,945 | 131,045 | 100.00% | 100.00% |
14/12/2020 | 1.60% | 0.62 | 0.63 | 210,000 | 210,000 | 210,000 | 210,000 | 129,986 | 132,086 | 100.00% | 100.00% |
11/12/2020 | 1.63% | 0.63 | 0.64 | 210,000 | 210,000 | 210,000 | 210,000 | 128,322 | 130,422 | 100.00% | 100.00% |
10/12/2020 | 1.72% | 0.60 | 0.61 | 210,000 | 210,000 | 210,000 | 210,000 | 120,968 | 123,068 | 99.99% | 99.99% |
09/12/2020 | 1.62% | 0.62 | 0.63 | 210,000 | 210,000 | 210,000 | 210,000 | 128,461 | 130,561 | 99.92% | 99.92% |
08/12/2020 | 1.81% | 0.61 | 0.62 | 210,000 | 210,000 | 210,000 | 210,000 | 115,336 | 117,436 | 100.00% | 100.00% |