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 | 3.09% | 0.37 | 0.38 | 80,000 | 80,000 | 80,000 | 80,000 | 29,714 | 30,651 | 100.00% | 100.00% |
17/12/2020 | 4.30% | 0.45 | 0.47 | 80,000 | 80,000 | 80,000 | 80,000 | 36,575 | 38,175 | 100.00% | 100.00% |
16/12/2020 | 3.09% | 0.63 | 0.65 | 80,000 | 80,000 | 80,000 | 80,000 | 51,015 | 52,615 | 99.99% | 99.99% |
15/12/2020 | 3.99% | 0.50 | 0.52 | 90,000 | 90,000 | 90,000 | 90,000 | 44,337 | 46,137 | 100.00% | 100.00% |
14/12/2020 | 5.60% | 0.38 | 0.40 | 90,000 | 90,000 | 90,000 | 90,000 | 31,375 | 33,175 | 100.00% | 100.00% |
11/12/2020 | 3.32% | 0.40 | 0.42 | 90,000 | 90,000 | 90,000 | 90,000 | 36,509 | 37,752 | 100.00% | 100.00% |
10/12/2020 | 1.70% | 0.47 | 0.48 | 80,000 | 80,000 | 80,000 | 80,000 | 47,555 | 48,355 | 99.99% | 99.99% |
09/12/2020 | 1.42% | 0.70 | 0.71 | 90,000 | 90,000 | 90,000 | 90,000 | 63,345 | 64,245 | 99.90% | 99.90% |
08/12/2020 | 3.11% | 0.63 | 0.64 | 80,000 | 80,000 | 80,000 | 80,000 | 57,858 | 59,673 | 97.26% | 97.26% |