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 | 993,943 | 250,000 | 994 | 3,750 | 99.65% | 99.65% |
16/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 993,810 | 250,000 | 994 | 3,750 | 99.82% | 99.82% |
15/12/2020 | 23.21% | 0.02 | 0.03 | 1,000,000 | 250,000 | 998,878 | 249,968 | 19,459 | 6,120 | 99.78% | 100.00% |
14/12/2020 | 19.33% | 0.02 | 0.03 | 1,000,000 | 250,000 | 999,314 | 249,411 | 23,632 | 7,147 | 99.78% | 100.00% |
11/12/2020 | 10.12% | 0.04 | 0.05 | 1,000,000 | 250,000 | 964,892 | 325,957 | 45,792 | 17,769 | 99.02% | 99.02% |
10/12/2020 | 15.97% | 0.03 | 0.04 | 1,000,000 | 250,000 | 996,195 | 253,007 | 29,505 | 8,787 | 100.00% | 100.00% |
09/12/2020 | 14.37% | 0.04 | 0.04 | 1,000,000 | 250,000 | 999,983 | 250,590 | 32,530 | 9,412 | 100.00% | 100.00% |
08/12/2020 | 7.19% | 0.05 | 0.05 | 1,000,000 | 500,000 | 755,037 | 385,527 | 50,650 | 27,815 | 100.00% | 100.00% |
07/12/2020 | 6.60% | 0.07 | 0.08 | 725,000 | 375,000 | 691,071 | 357,540 | 50,643 | 27,986 | 100.00% | 100.00% |