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 | - | - |
14/12/2020 | 0.70% | 87.45 | 88.06 | 2,500 | 2,500 | 2,500 | 2,500 | 216,991 | 218,516 | 100.00% | 100.00% |
11/12/2020 | 0.70% | 86.67 | 87.27 | 2,500 | 2,500 | 2,500 | 2,500 | 215,901 | 217,418 | 100.00% | 100.00% |
10/12/2020 | 0.70% | 87.21 | 87.82 | 2,500 | 2,500 | 2,500 | 2,500 | 218,058 | 219,590 | 99.98% | 99.98% |
09/12/2020 | 0.70% | 87.96 | 88.58 | 2,500 | 2,500 | 2,500 | 2,500 | 220,763 | 222,313 | 100.00% | 100.00% |
08/12/2020 | 0.70% | 88.54 | 89.16 | 2,500 | 2,500 | 2,500 | 2,500 | 219,849 | 221,393 | 100.00% | 100.00% |
07/12/2020 | 0.70% | 87.56 | 88.18 | 2,500 | 2,500 | 2,500 | 2,500 | 218,641 | 220,177 | 100.00% | 100.00% |
04/12/2020 | 0.70% | 87.62 | 88.24 | 2,500 | 2,500 | 2,500 | 2,500 | 218,509 | 220,044 | 100.00% | 100.00% |
03/12/2020 | 0.70% | 86.85 | 87.46 | 2,500 | 2,500 | 2,500 | 2,500 | 217,333 | 218,860 | 100.00% | 100.00% |
02/12/2020 | 0.70% | 87.43 | 88.05 | 2,500 | 2,500 | 2,500 | 2,500 | 218,811 | 220,348 | 98.74% | 98.74% |