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 | 165.96% | 0.01 | 0.05 | 400,000 | 400,000 | 241,695 | 241,695 | 1,218 | 13,052 | 98.15% | 98.15% |
16/12/2020 | 127.20% | 0.01 | 0.05 | 400,000 | 400,000 | 242,383 | 242,383 | 2,669 | 13,089 | 98.89% | 98.89% |
15/12/2020 | 117.72% | 0.01 | 0.05 | 400,000 | 400,000 | 242,769 | 242,769 | 3,289 | 13,110 | 99.12% | 99.12% |
14/12/2020 | 28.09% | 0.02 | 0.05 | 400,000 | 400,000 | 242,447 | 242,447 | 10,073 | 13,823 | 98.93% | 98.93% |
11/12/2020 | 55.05% | 0.04 | 0.05 | 400,000 | 400,000 | 242,699 | 242,699 | 7,488 | 13,106 | 99.08% | 99.08% |
10/12/2020 | 26.06% | 0.05 | 0.06 | 400,000 | 400,000 | 241,547 | 241,547 | 10,779 | 13,720 | 98.38% | 98.38% |
09/12/2020 | 13.18% | 0.05 | 0.06 | 400,000 | 400,000 | 243,508 | 243,508 | 16,957 | 19,398 | 95.74% | 95.74% |
08/12/2020 | 19.32% | 0.07 | 0.08 | 400,000 | 400,000 | 242,557 | 242,557 | 12,797 | 15,320 | 99.01% | 99.01% |