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 | 44.10% | 0.02 | 0.03 | 150,000 | 150,000 | 150,000 | 150,000 | 3,513 | 5,472 | 99.65% | 99.65% |
17/12/2020 | 19.24% | 0.09 | 0.11 | 100,000 | 100,000 | 100,000 | 100,000 | 9,715 | 11,715 | 100.00% | 100.00% |
16/12/2020 | 7.49% | 0.25 | 0.27 | 120,000 | 120,000 | 120,000 | 120,000 | 30,999 | 33,399 | 99.99% | 99.99% |
15/12/2020 | 12.22% | 0.16 | 0.18 | 150,000 | 150,000 | 150,000 | 150,000 | 23,275 | 26,275 | 100.00% | 100.00% |
14/12/2020 | 21.55% | 0.10 | 0.12 | 150,000 | 150,000 | 150,000 | 150,000 | 12,595 | 15,595 | 100.00% | 100.00% |
11/12/2020 | 11.07% | 0.11 | 0.13 | 150,000 | 150,000 | 150,000 | 150,000 | 17,504 | 19,575 | 100.00% | 100.00% |
10/12/2020 | 4.16% | 0.16 | 0.17 | 110,000 | 110,000 | 110,000 | 110,000 | 27,992 | 29,092 | 99.99% | 99.99% |
09/12/2020 | 2.81% | 0.35 | 0.36 | 120,000 | 120,000 | 120,000 | 120,000 | 42,718 | 43,918 | 99.90% | 99.90% |
08/12/2020 | 5.79% | 0.30 | 0.31 | 80,000 | 80,000 | 80,000 | 80,000 | 30,725 | 32,538 | 97.52% | 97.52% |