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 | - | 0.01 | 0.02 | 500,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 98.41% |
17/12/2020 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 99.44% | 99.44% |
16/12/2020 | 54.99% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,518 | 23,518 | 99.92% | 99.92% |
15/12/2020 | 24.41% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 36,805 | 46,805 | 99.92% | 99.92% |
14/12/2020 | 13.25% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 71,357 | 81,357 | 99.88% | 99.88% |
11/12/2020 | 5.81% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 173,867 | 183,867 | 97.26% | 97.26% |
10/12/2020 | 10.58% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 90,210 | 100,210 | 99.39% | 99.39% |
09/12/2020 | 11.18% | 0.09 | 0.10 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 84,631 | 94,631 | 97.41% | 97.41% |
08/12/2020 | 6.39% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 152,608 | 162,608 | 99.28% | 99.28% |