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 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19/12/2019 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
18/12/2019 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
17/12/2019 | - | - | 0.02 | 0 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
16/12/2019 | - | 0.01 | 0.02 | 120,000 | 300,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13/12/2019 | 120.00% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 1,500 | 6,000 | 93.02% | 93.02% |
12/12/2019 | 53.37% | 0.01 | 0.02 | 300,000 | 300,000 | 300,000 | 300,000 | 4,197 | 7,197 | 100.00% | 100.00% |
11/12/2019 | 44.20% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 5,369 | 8,369 | 99.78% | 99.78% |
10/12/2019 | 45.19% | 0.02 | 0.03 | 300,000 | 300,000 | 300,000 | 300,000 | 5,227 | 8,227 | 96.01% | 96.01% |