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 | 8.23% | 0.24 | 0.26 | 220,000 | 100,000 | 219,918 | 100,000 | 51,233 | 25,333 | 91.07% | 91.07% |
17/12/2020 | 8.26% | 0.21 | 0.23 | 240,000 | 100,000 | 220,847 | 100,000 | 51,250 | 25,257 | 96.24% | 96.24% |
16/12/2020 | 7.37% | 0.26 | 0.28 | 200,000 | 100,000 | 197,015 | 100,000 | 51,482 | 28,138 | 99.95% | 99.95% |
15/12/2020 | 7.26% | 0.28 | 0.30 | 180,000 | 100,000 | 192,451 | 100,000 | 51,064 | 28,582 | 100.00% | 100.00% |
14/12/2020 | 7.56% | 0.25 | 0.27 | 200,000 | 100,000 | 201,356 | 100,000 | 51,257 | 27,463 | 100.00% | 100.00% |
11/12/2020 | 7.47% | 0.25 | 0.27 | 200,000 | 100,000 | 199,668 | 100,000 | 51,481 | 27,785 | 100.00% | 100.00% |
10/12/2020 | 7.60% | 0.26 | 0.28 | 200,000 | 100,000 | 202,532 | 100,000 | 51,273 | 27,338 | 99.97% | 99.97% |
09/12/2020 | 7.24% | 0.27 | 0.29 | 190,000 | 100,000 | 192,497 | 100,000 | 51,243 | 28,648 | 100.00% | 100.00% |
08/12/2020 | 6.63% | 0.27 | 0.29 | 190,000 | 100,000 | 177,157 | 100,000 | 51,710 | 31,202 | 100.00% | 100.00% |