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 | - | - | 0.04 | 0 | 50,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/12/2020 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.52% |
16/12/2020 | - | - | 0.04 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 98.89% |
15/12/2020 | 158.33% | 0.01 | 0.04 | 250,000 | 250,000 | 92,400 | 92,400 | 462 | 3,973 | 98.88% | 99.11% |
14/12/2020 | 158.33% | 0.01 | 0.04 | 250,000 | 250,000 | 65,184 | 65,184 | 326 | 2,803 | 84.34% | 98.93% |
11/12/2020 | 153.91% | 0.01 | 0.04 | 250,000 | 250,000 | 92,698 | 92,698 | 496 | 3,986 | 99.08% | 99.08% |
10/12/2020 | 148.46% | 0.01 | 0.04 | 250,000 | 250,000 | 92,141 | 92,141 | 542 | 3,962 | 98.45% | 98.45% |
09/12/2020 | 158.33% | 0.01 | 0.04 | 250,000 | 250,000 | 93,508 | 93,508 | 468 | 4,021 | 95.74% | 95.74% |
08/12/2020 | 158.33% | 0.01 | 0.04 | 250,000 | 250,000 | 92,713 | 92,713 | 464 | 3,987 | 99.11% | 99.11% |