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 | - | - |
20/12/2019 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/12/2019 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 95.73% |
18/12/2019 | - | - | 0.02 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.18% |
17/12/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,000 | 20,000 | 12.13% | 98.64% |
16/12/2019 | 120.00% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,923 | 1,000,000 | 5,000 | 20,000 | 98.31% | 98.93% |
13/12/2019 | 65.18% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,447 | 20,447 | 98.28% | 98.28% |
12/12/2019 | 42.82% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,808 | 28,808 | 99.09% | 99.09% |
11/12/2019 | 27.78% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,285 | 41,285 | 98.60% | 98.60% |
10/12/2019 | 21.35% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 42,999 | 52,999 | 98.57% | 98.57% |