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 | - | - |
28/12/2020 | 1.82% | 0.50 | 0.51 | 250,000 | 250,000 | 93,733 | 93,733 | 50,028 | 50,965 | 99.90% | 99.90% |
23/12/2020 | 1.14% | 0.79 | 0.80 | 250,000 | 250,000 | 93,648 | 93,648 | 78,953 | 79,890 | 99.99% | 99.99% |
22/12/2020 | 1.13% | 0.92 | 0.93 | 250,000 | 250,000 | 94,002 | 94,002 | 84,405 | 85,345 | 99.21% | 99.21% |
21/12/2020 | 0.85% | 1.20 | 1.21 | 250,000 | 250,000 | 94,151 | 94,151 | 115,374 | 116,316 | 98.49% | 98.49% |
18/12/2020 | 1.44% | 0.90 | 0.91 | 250,000 | 250,000 | 93,712 | 93,712 | 69,558 | 70,495 | 100.00% | 100.00% |
17/12/2020 | 1.42% | 0.73 | 0.74 | 250,000 | 250,000 | 93,446 | 93,446 | 66,262 | 67,196 | 99.84% | 99.84% |
16/12/2020 | 1.16% | 0.88 | 0.89 | 250,000 | 250,000 | 93,678 | 93,678 | 82,235 | 83,172 | 99.99% | 99.99% |
15/12/2020 | 0.87% | 1.16 | 1.17 | 250,000 | 250,000 | 93,705 | 93,705 | 107,621 | 108,558 | 100.00% | 100.00% |
14/12/2020 | 1.00% | 1.05 | 1.06 | 250,000 | 250,000 | 93,673 | 93,673 | 91,834 | 92,771 | 100.00% | 100.00% |