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 | - | - |
21/12/2020 | 0.80% | 99.11 | 99.91 | 250,000 | 250,000 | 250,000 | 250,000 | 247,775 | 249,775 | 100.00% | 100.00% |
18/12/2020 | 0.80% | 99.09 | 99.89 | 250,000 | 250,000 | 250,000 | 250,000 | 247,725 | 249,725 | 100.00% | 100.00% |
17/12/2020 | 0.80% | 99.08 | 99.88 | 250,000 | 250,000 | 250,000 | 250,000 | 247,700 | 249,700 | 100.00% | 100.00% |
16/12/2020 | 0.80% | 99.09 | 99.89 | 250,000 | 250,000 | 250,000 | 250,000 | 247,725 | 249,725 | 100.00% | 100.00% |
15/12/2020 | 0.80% | 99.08 | 99.88 | 250,000 | 250,000 | 250,000 | 250,000 | 247,700 | 249,700 | 100.00% | 100.00% |
14/12/2020 | 0.80% | 99.07 | 99.87 | 250,000 | 250,000 | 250,000 | 250,000 | 247,675 | 249,675 | 100.00% | 100.00% |
11/12/2020 | 0.80% | 99.03 | 99.83 | 250,000 | 250,000 | 250,000 | 250,000 | 247,587 | 249,587 | 100.00% | 100.00% |
10/12/2020 | 0.80% | 99.03 | 99.83 | 250,000 | 250,000 | 250,000 | 250,000 | 247,575 | 249,575 | 100.00% | 100.00% |
09/12/2020 | 0.80% | 99.02 | 99.82 | 250,000 | 250,000 | 250,000 | 250,000 | 247,550 | 249,550 | 100.00% | 100.00% |