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 | 2.52% | 97.77 | 100.27 | 250,000 | 50,000 | 250,000 | 50,000 | 244,425 | 50,135 | 100.00% | 100.00% |
18/12/2020 | 2.52% | 97.76 | 100.26 | 250,000 | 50,000 | 250,000 | 50,000 | 244,400 | 50,130 | 100.00% | 100.00% |
17/12/2020 | 2.53% | 97.75 | 100.25 | 250,000 | 50,000 | 250,000 | 50,000 | 244,375 | 50,125 | 100.00% | 100.00% |
16/12/2020 | 2.53% | 97.75 | 100.25 | 250,000 | 50,000 | 250,000 | 50,000 | 244,375 | 50,125 | 100.00% | 100.00% |
15/12/2020 | 2.53% | 97.74 | 100.24 | 250,000 | 50,000 | 250,000 | 50,000 | 244,350 | 50,120 | 100.00% | 100.00% |
14/12/2020 | 2.53% | 97.75 | 100.25 | 250,000 | 50,000 | 250,000 | 50,000 | 244,375 | 50,125 | 100.00% | 100.00% |
11/12/2020 | 2.53% | 97.71 | 100.21 | 250,000 | 50,000 | 250,000 | 50,000 | 244,275 | 50,105 | 100.00% | 100.00% |
10/12/2020 | 2.53% | 97.70 | 100.20 | 250,000 | 50,000 | 250,000 | 50,000 | 244,250 | 50,100 | 100.00% | 100.00% |
09/12/2020 | 2.53% | 97.71 | 100.21 | 250,000 | 50,000 | 250,000 | 50,000 | 244,275 | 50,105 | 100.00% | 100.00% |