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% | 98.35% |
17/12/2020 | - | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.44% |
16/12/2020 | 78.27% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,912 | 20,000 | 99.92% | 99.92% |
15/12/2020 | 53.46% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 14,075 | 24,075 | 99.93% | 99.93% |
14/12/2020 | 32.61% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,006 | 36,006 | 99.88% | 99.88% |
11/12/2020 | 11.89% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 81,294 | 91,294 | 97.26% | 97.26% |
10/12/2020 | 16.71% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 55,092 | 65,092 | 99.39% | 99.39% |
09/12/2020 | 17.04% | 0.06 | 0.07 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 53,789 | 63,789 | 97.42% | 97.42% |
08/12/2020 | 10.93% | 0.07 | 0.08 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 87,029 | 97,029 | 99.28% | 99.28% |