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 | - | 0.30 | - | 170,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 70.58% |
21/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
18/12/2020 | 3.62% | 0.27 | 0.28 | 190,000 | 12,500 | 188,424 | 12,500 | 51,158 | 3,520 | 3.43% | 7.13% |
17/12/2020 | 3.52% | 0.28 | 0.29 | 180,000 | 50,000 | 180,500 | 20,479 | 50,446 | 5,933 | 97.41% | 97.41% |
16/12/2020 | 3.23% | 0.31 | 0.32 | 170,000 | 50,000 | 169,823 | 20,476 | 51,739 | 6,488 | 98.09% | 98.09% |
15/12/2020 | 3.07% | 0.32 | 0.33 | 160,000 | 50,000 | 160,325 | 20,630 | 51,468 | 6,817 | 97.43% | 97.43% |
14/12/2020 | 3.19% | 0.32 | 0.33 | 160,000 | 50,000 | 167,894 | 20,471 | 51,816 | 6,495 | 96.94% | 96.94% |
11/12/2020 | 2.93% | 0.34 | 0.35 | 150,000 | 50,000 | 154,833 | 21,414 | 52,014 | 7,406 | 86.21% | 86.21% |
10/12/2020 | 3.22% | 0.30 | 0.31 | 170,000 | 50,000 | 169,123 | 20,567 | 51,631 | 6,486 | 96.56% | 96.56% |