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 | 6.53% | 0.15 | 0.16 | 600,000 | 200,000 | 600,000 | 200,000 | 88,886 | 31,629 | 100.00% | 100.00% |
17/12/2020 | 7.66% | 0.13 | 0.14 | 750,000 | 250,000 | 675,601 | 225,200 | 84,929 | 30,562 | 99.45% | 99.45% |
16/12/2020 | 9.20% | 0.10 | 0.11 | 750,000 | 250,000 | 750,000 | 250,000 | 77,951 | 28,484 | 99.44% | 99.44% |
15/12/2020 | 8.83% | 0.09 | 0.10 | 900,000 | 300,000 | 780,742 | 260,247 | 84,566 | 30,791 | 99.46% | 99.46% |
14/12/2020 | 18.17% | 0.08 | 0.09 | 900,000 | 300,000 | 987,274 | 387,279 | 50,978 | 23,671 | 99.45% | 99.45% |
11/12/2020 | 20.15% | 0.05 | 0.06 | 1,000,000 | 400,000 | 1,000,000 | 488,899 | 45,138 | 26,903 | 99.36% | 99.36% |
10/12/2020 | 19.74% | 0.06 | 0.07 | 1,000,000 | 400,000 | 1,000,000 | 482,529 | 46,996 | 27,275 | 99.43% | 99.43% |
09/12/2020 | 11.15% | 0.08 | 0.09 | 1,000,000 | 400,000 | 999,997 | 399,997 | 85,097 | 38,039 | 99.44% | 99.44% |
08/12/2020 | 9.47% | 0.09 | 0.10 | 1,000,000 | 400,000 | 947,881 | 347,881 | 95,921 | 38,436 | 99.43% | 99.43% |