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 | - | - |
22/12/2020 | - | 0.51 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
21/12/2020 | - | 0.50 | - | 300,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 89.64% |
18/12/2020 | - | 0.55 | 0.58 | 300,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/12/2020 | 1.70% | 0.57 | 0.58 | 300,000 | 300,000 | 300,000 | 300,000 | 174,734 | 177,734 | 96.18% | 96.18% |
16/12/2020 | 1.66% | 0.58 | 0.59 | 300,000 | 300,000 | 300,000 | 300,000 | 179,359 | 182,359 | 99.94% | 99.94% |
15/12/2020 | 1.73% | 0.58 | 0.59 | 300,000 | 300,000 | 300,000 | 300,000 | 172,256 | 175,256 | 99.44% | 99.44% |
14/12/2020 | 1.71% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 173,985 | 176,985 | 96.86% | 96.86% |
11/12/2020 | 1.77% | 0.56 | 0.57 | 300,000 | 300,000 | 300,000 | 300,000 | 168,445 | 171,445 | 98.58% | 98.58% |
10/12/2020 | 1.60% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 186,493 | 189,493 | 97.23% | 97.23% |