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 | 4.19% | 0.23 | 0.24 | 670,000 | 670,000 | 670,000 | 670,000 | 160,250 | 166,950 | 98.45% | 98.45% |
17/12/2020 | 4.19% | 0.27 | 0.28 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 236,604 | 246,604 | 98.86% | 98.86% |
16/12/2020 | 7.20% | 0.13 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 136,310 | 146,310 | 99.86% | 99.86% |
15/12/2020 | 24.70% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 35,994 | 45,994 | 99.93% | 99.93% |
14/12/2020 | 28.68% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,509 | 40,509 | 99.88% | 99.88% |
11/12/2020 | 25.55% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 35,892 | 45,892 | 97.27% | 97.27% |
10/12/2020 | 10.75% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 92,997 | 102,997 | 99.39% | 99.39% |
09/12/2020 | 6.61% | 0.12 | 0.13 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 147,425 | 157,425 | 97.42% | 97.42% |
08/12/2020 | 9.95% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 96,150 | 106,150 | 99.28% | 99.28% |