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 | 166.10% | 0.01 | 0.05 | 200,000 | 400,000 | 200,000 | 200,000 | 1,000 | 10,800 | 26.53% | 98.15% |
16/12/2020 | 160.05% | 0.01 | 0.05 | 400,000 | 400,000 | 242,302 | 242,302 | 1,635 | 13,084 | 98.85% | 98.85% |
15/12/2020 | 143.59% | 0.01 | 0.05 | 400,000 | 400,000 | 242,769 | 242,769 | 2,213 | 13,110 | 99.12% | 99.12% |
14/12/2020 | 136.72% | 0.02 | 0.05 | 400,000 | 400,000 | 242,446 | 242,446 | 2,488 | 13,092 | 98.93% | 98.93% |
11/12/2020 | 138.03% | 0.01 | 0.05 | 400,000 | 400,000 | 242,699 | 242,699 | 2,409 | 13,106 | 99.08% | 99.08% |
10/12/2020 | 158.99% | 0.01 | 0.05 | 400,000 | 400,000 | 242,043 | 242,043 | 1,633 | 13,070 | 98.68% | 98.68% |
09/12/2020 | 165.00% | 0.01 | 0.05 | 400,000 | 400,000 | 243,509 | 243,509 | 1,295 | 13,150 | 95.74% | 95.74% |
08/12/2020 | 159.20% | 0.01 | 0.05 | 400,000 | 400,000 | 242,713 | 242,713 | 1,615 | 13,107 | 99.11% | 99.11% |