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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/12/2020 | 71.96% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 7,651 | 15,409 | 98.80% | 98.80% |
16/12/2020 | 97.58% | 0.01 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 4,117 | 11,597 | 100.00% | 100.00% |
15/12/2020 | 109.16% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 500,000 | 3,027 | 10,028 | 95.30% | 95.30% |
14/12/2020 | 67.39% | 0.02 | 0.03 | 500,000 | 500,000 | 500,000 | 500,000 | 6,349 | 12,556 | 99.03% | 99.03% |
11/12/2020 | 53.24% | 0.03 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 11,249 | 18,749 | 99.26% | 99.26% |
10/12/2020 | 28.61% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 23,868 | 31,368 | 92.83% | 92.83% |
09/12/2020 | 31.20% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 20,572 | 28,072 | 96.97% | 96.97% |
08/12/2020 | 50.97% | 0.04 | 0.05 | 500,000 | 500,000 | 500,000 | 500,000 | 12,008 | 19,508 | 100.00% | 100.00% |