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 | 750,000 | 250,000 | 749,995 | 250,000 | 750 | 2,750 | 99.76% | 99.76% |
17/12/2020 | 100.00% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 3,750 | 3,750 | 99.98% | 99.98% |
16/12/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 749,996 | 250,000 | 7,500 | 5,000 | 99.98% | 99.98% |
15/12/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 99.80% | 99.80% |
14/12/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 99.79% | 99.79% |
11/12/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 100.00% | 100.00% |
10/12/2020 | 65.28% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,889 | 5,130 | 100.00% | 100.00% |
09/12/2020 | 40.00% | 0.02 | 0.03 | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 | 7,500 | 100.00% | 100.00% |
08/12/2020 | 43.03% | 0.02 | 0.03 | 750,000 | 250,000 | 750,000 | 250,000 | 14,285 | 7,262 | 100.00% | 100.00% |