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 | - | - |
11/12/2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
10/12/2020 | - | 99.55 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.14% |
09/12/2020 | - | 99.77 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
08/12/2020 | - | 99.54 | - | 500,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
07/12/2020 | 1.00% | 99.01 | 100.01 | 500,000 | 300,000 | 500,000 | 300,000 | 495,050 | 300,030 | 44.49% | 99.05% |
04/12/2020 | 1.00% | 99.16 | 100.16 | 500,000 | 300,000 | 500,000 | 300,000 | 495,741 | 300,445 | 100.00% | 100.00% |
03/12/2020 | 1.00% | 99.08 | 100.08 | 500,000 | 300,000 | 500,000 | 300,000 | 495,351 | 300,211 | 100.00% | 100.00% |
02/12/2020 | 1.00% | 99.04 | 100.04 | 500,000 | 300,000 | 500,000 | 300,000 | 495,271 | 300,163 | 100.00% | 100.00% |
01/12/2020 | 1.00% | 99.07 | 100.07 | 500,000 | 300,000 | 500,000 | 300,000 | 495,377 | 300,226 | 90.80% | 90.80% |