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 | 2.99% | 0.31 | 0.32 | 110,000 | 110,000 | 110,000 | 110,000 | 36,294 | 37,394 | 100.00% | 100.00% |
17/12/2020 | 2.76% | 0.35 | 0.36 | 110,000 | 110,000 | 110,000 | 110,000 | 39,404 | 40,504 | 99.17% | 99.17% |
16/12/2020 | 2.62% | 0.36 | 0.37 | 120,000 | 120,000 | 120,000 | 120,000 | 45,354 | 46,554 | 98.91% | 98.91% |
15/12/2020 | 4.88% | 0.27 | 0.28 | 200,000 | 200,000 | 200,000 | 200,000 | 41,415 | 43,415 | 98.86% | 98.86% |
14/12/2020 | 12.11% | 0.07 | 0.08 | 200,000 | 200,000 | 200,000 | 200,000 | 15,645 | 17,645 | 99.00% | 99.00% |
11/12/2020 | 11.41% | 0.07 | 0.08 | 140,000 | 140,000 | 140,000 | 140,000 | 11,640 | 13,040 | 99.31% | 99.31% |
10/12/2020 | 6.58% | 0.14 | 0.16 | 130,000 | 130,000 | 130,000 | 130,000 | 19,265 | 20,565 | 99.40% | 99.40% |
09/12/2020 | 5.03% | 0.21 | 0.22 | 150,000 | 150,000 | 150,000 | 150,000 | 29,166 | 30,666 | 99.02% | 99.02% |
08/12/2020 | 8.01% | 0.13 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 18,004 | 19,504 | 99.46% | 99.46% |