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 | 2.23% | 1.34 | 1.37 | 30,000 | 30,000 | 30,000 | 30,000 | 39,846 | 40,746 | 99.71% | 99.71% |
17/12/2020 | 1.89% | 1.33 | 1.35 | 50,000 | 50,000 | 34,284 | 34,284 | 45,687 | 46,533 | 98.24% | 98.24% |
16/12/2020 | 1.82% | 1.35 | 1.37 | 50,000 | 50,000 | 34,402 | 34,402 | 47,238 | 48,087 | 96.77% | 96.77% |
15/12/2020 | 1.76% | 1.48 | 1.50 | 50,000 | 50,000 | 34,319 | 34,319 | 49,164 | 50,011 | 98.79% | 98.79% |
14/12/2020 | 1.63% | 1.48 | 1.50 | 50,000 | 50,000 | 34,370 | 34,370 | 52,767 | 53,613 | 97.42% | 97.42% |
11/12/2020 | 1.56% | 1.60 | 1.62 | 50,000 | 50,000 | 34,353 | 34,353 | 55,546 | 56,393 | 96.67% | 96.67% |
10/12/2020 | 1.61% | 1.55 | 1.57 | 50,000 | 50,000 | 34,132 | 34,132 | 53,472 | 54,321 | 95.88% | 95.88% |
09/12/2020 | 1.60% | 1.69 | 1.71 | 50,000 | 50,000 | 34,449 | 34,449 | 54,596 | 55,449 | 94.58% | 94.58% |
08/12/2020 | 1.59% | 1.63 | 1.65 | 50,000 | 50,000 | 34,372 | 34,372 | 53,925 | 54,771 | 96.68% | 96.68% |