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 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.29% |
17/12/2020 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.44% |
16/12/2020 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 3.79% | 99.92% |
15/12/2020 | 99.15% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,955 | 20,000 | 99.93% | 99.93% |
14/12/2020 | 56.26% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,121 | 23,121 | 99.88% | 99.88% |
11/12/2020 | 22.82% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 40,481 | 50,481 | 97.27% | 97.27% |
10/12/2020 | 39.22% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,588 | 30,588 | 99.39% | 99.39% |
09/12/2020 | 40.27% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,867 | 29,867 | 97.43% | 97.43% |
08/12/2020 | 26.03% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,727 | 43,727 | 99.28% | 99.28% |