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 | - | - | 0.05 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/12/2020 | - | - | 0.05 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 98.15% |
16/12/2020 | - | - | 0.05 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 98.89% |
15/12/2020 | - | - | 0.05 | 0 | 400,000 | 0 | 0 | 0 | 0 | 0.00% | 99.12% |
14/12/2020 | 166.10% | 0.01 | 0.05 | 200,000 | 400,000 | 200,000 | 200,000 | 1,000 | 10,800 | 77.93% | 98.93% |
11/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 242,699 | 242,699 | 1,213 | 13,106 | 99.08% | 99.08% |
10/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 242,045 | 242,045 | 1,210 | 13,070 | 98.68% | 98.68% |
09/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 263,286 | 263,286 | 1,316 | 14,218 | 65.82% | 95.74% |
08/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 243,841 | 243,841 | 1,219 | 13,167 | 96.56% | 99.11% |