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 | - | - |
20/12/2019 | - | - | 0.00 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/12/2019 | - | - | 0.00 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.16% |
18/12/2019 | - | - | 0.00 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
17/12/2019 | - | - | 0.00 | 0 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.41% |
16/12/2019 | - | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 0 | 0 | 0 | 0 | 0.00% | 99.51% |
13/12/2019 | 117.93% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,825 | 10,825 | 99.49% | 99.49% |
12/12/2019 | 127.04% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,417 | 10,417 | 99.01% | 99.01% |
11/12/2019 | 134.10% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,971 | 9,971 | 99.41% | 99.41% |
10/12/2019 | 115.16% | 0.00 | 0.01 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,141 | 11,141 | 99.15% | 99.15% |