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 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 100.00% | 100.00% |
17/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 999,999 | 500,000 | 1,000 | 5,500 | 99.57% | 99.57% |
16/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.54% | 99.54% |
15/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.54% | 99.54% |
14/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.58% | 99.58% |
11/12/2020 | 105.59% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,619 | 7,310 | 98.94% | 98.94% |
10/12/2020 | 51.58% | 0.01 | 0.02 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,656 | 12,828 | 99.58% | 99.58% |
09/12/2020 | 59.87% | 0.02 | 0.03 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,826 | 11,413 | 98.34% | 98.34% |
08/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 | 5,500 | 99.55% | 99.55% |