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 | - | - |
17/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 994,130 | 250,000 | 994 | 3,750 | 99.65% | 99.65% |
16/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 993,873 | 250,000 | 994 | 3,750 | 99.82% | 99.82% |
15/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
14/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
11/12/2020 | 27.62% | 0.02 | 0.02 | 1,000,000 | 250,000 | 998,896 | 250,000 | 15,756 | 5,195 | 99.02% | 99.02% |
10/12/2020 | 157.13% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 2,709 | 3,903 | 100.00% | 100.00% |
09/12/2020 | 173.45% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,149 | 3,763 | 100.00% | 100.00% |
08/12/2020 | 22.78% | 0.02 | 0.02 | 1,000,000 | 250,000 | 999,990 | 250,000 | 20,024 | 6,256 | 100.00% | 100.00% |
07/12/2020 | 18.05% | 0.03 | 0.03 | 1,000,000 | 250,000 | 999,832 | 250,000 | 25,246 | 7,563 | 100.00% | 100.00% |