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 | 160.04% | 0.01 | 0.05 | 400,000 | 400,000 | 242,378 | 242,378 | 1,636 | 13,088 | 98.90% | 98.90% |
15/12/2020 | 166.10% | 0.01 | 0.05 | 400,000 | 400,000 | 242,768 | 242,768 | 1,214 | 13,110 | 99.12% | 99.12% |
14/12/2020 | 137.30% | 0.01 | 0.05 | 400,000 | 400,000 | 242,446 | 242,446 | 2,440 | 13,092 | 98.93% | 98.93% |
11/12/2020 | 124.67% | 0.02 | 0.05 | 400,000 | 400,000 | 242,699 | 242,699 | 3,140 | 13,106 | 99.08% | 99.08% |
10/12/2020 | 135.96% | 0.01 | 0.05 | 400,000 | 400,000 | 242,054 | 242,054 | 2,524 | 13,071 | 98.66% | 98.66% |
09/12/2020 | 137.50% | 0.01 | 0.05 | 400,000 | 400,000 | 243,508 | 243,508 | 2,435 | 13,150 | 95.74% | 95.74% |
08/12/2020 | 132.41% | 0.01 | 0.05 | 400,000 | 400,000 | 242,717 | 242,717 | 2,639 | 13,107 | 99.10% | 99.10% |