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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/12/2020 | - | - | 0.02 | 0 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 98.82% |
16/12/2020 | - | 0.01 | 0.02 | 500,000 | 500,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
15/12/2020 | 133.33% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 82.63% | 99.69% |
14/12/2020 | 133.33% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 99.77% | 100.00% |
11/12/2020 | 85.57% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 5,081 | 12,624 | 97.27% | 99.96% |
10/12/2020 | 111.57% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 3,643 | 12,500 | 99.96% | 99.96% |
09/12/2020 | 133.33% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 | 12,500 | 99.26% | 99.26% |
08/12/2020 | 79.27% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 5,879 | 13,402 | 100.00% | 100.00% |