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 | - | - |
27/12/2019 | - | 0.02 | - | 3,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.62% |
23/12/2019 | - | 0.02 | - | 3,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 98.64% |
20/12/2019 | - | 0.02 | - | 3,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.64% |
19/12/2019 | - | 0.02 | - | 3,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.60% |
18/12/2019 | - | 0.02 | - | 3,000,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.61% |
17/12/2019 | 50.00% | 0.02 | 0.03 | 3,000,000 | 2,664,300 | 2,259,790 | 2,259,790 | 33,897 | 56,495 | 68.85% | 98.73% |
16/12/2019 | 50.00% | 0.02 | 0.03 | 3,000,000 | 3,000,000 | 2,379,350 | 2,379,350 | 35,690 | 59,484 | 99.59% | 99.59% |
13/12/2019 | 50.00% | 0.02 | 0.03 | 3,000,000 | 3,000,000 | 2,523,750 | 2,523,750 | 37,856 | 63,094 | 99.69% | 99.69% |
12/12/2019 | 44.12% | 0.02 | 0.03 | 3,000,000 | 3,000,000 | 2,265,550 | 2,265,550 | 40,437 | 63,092 | 98.77% | 98.77% |