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 | 1.23% | 1.61 | 1.63 | 100,000 | 100,000 | 100,000 | 100,000 | 161,768 | 163,768 | 99.98% | 99.98% |
17/12/2020 | 1.21% | 1.61 | 1.63 | 110,000 | 110,000 | 110,000 | 110,000 | 180,256 | 182,456 | 99.47% | 99.47% |
16/12/2020 | 1.19% | 1.61 | 1.63 | 110,000 | 110,000 | 110,000 | 110,000 | 183,585 | 185,785 | 99.48% | 99.48% |
15/12/2020 | 1.35% | 1.51 | 1.53 | 110,000 | 110,000 | 110,000 | 110,000 | 162,165 | 164,365 | 99.44% | 99.44% |
14/12/2020 | 1.42% | 1.37 | 1.39 | 110,000 | 110,000 | 110,000 | 110,000 | 153,423 | 155,623 | 99.23% | 99.23% |
11/12/2020 | 1.53% | 1.28 | 1.30 | 110,000 | 110,000 | 110,000 | 110,000 | 143,221 | 145,421 | 99.29% | 99.29% |
10/12/2020 | 1.43% | 1.37 | 1.39 | 110,000 | 110,000 | 110,000 | 110,000 | 152,680 | 154,880 | 99.40% | 99.40% |
09/12/2020 | 1.29% | 1.51 | 1.53 | 110,000 | 110,000 | 110,000 | 110,000 | 168,858 | 171,058 | 99.03% | 99.03% |
08/12/2020 | 1.33% | 1.49 | 1.51 | 110,000 | 110,000 | 110,000 | 110,000 | 164,861 | 167,061 | 99.45% | 99.45% |