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 | 100.00% | 0.01 | 0.02 | 1,000,000 | 100,000 | 999,999 | 100,000 | 5,000 | 1,500 | 100.00% | 100.00% |
17/12/2020 | 100.00% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 5,000 | 1,500 | 99.45% | 99.45% |
16/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 1,000 | 1,100 | 99.44% | 99.44% |
15/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 1,000 | 1,100 | 99.45% | 99.45% |
14/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 1,000 | 1,100 | 99.43% | 99.43% |
11/12/2020 | 100.00% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 5,000 | 1,500 | 99.41% | 99.41% |
10/12/2020 | 100.00% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 5,000 | 1,500 | 99.42% | 99.42% |
09/12/2020 | 100.00% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 5,000 | 1,500 | 99.43% | 99.43% |
08/12/2020 | 100.00% | 0.01 | 0.02 | 1,000,000 | 100,000 | 1,000,000 | 100,000 | 5,000 | 1,500 | 99.44% | 99.44% |