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 | - | - |
08/12/2020 | 0.50% | 99.87 | 100.37 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,550 | 501,775 | 99.38% | 99.38% |
07/12/2020 | 0.50% | 99.83 | 100.33 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,137 | 501,568 | 99.37% | 99.37% |
04/12/2020 | 0.50% | 99.75 | 100.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,504 | 501,252 | 99.38% | 99.38% |
03/12/2020 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,030 | 501,015 | 99.38% | 99.38% |
02/12/2020 | 0.50% | 99.75 | 100.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,990 | 501,495 | 99.38% | 99.38% |
01/12/2020 | 0.50% | 99.80 | 100.30 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,986 | 501,493 | 99.38% | 99.38% |
30/11/2020 | 0.50% | 99.65 | 100.15 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 996,935 | 500,968 | 99.38% | 99.38% |
27/11/2020 | 0.50% | 99.75 | 100.25 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,146 | 501,073 | 99.38% | 99.38% |
26/11/2020 | 0.50% | 99.70 | 100.20 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,000 | 501,000 | 99.38% | 99.38% |