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 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17/12/2020 | 114.60% | 0.01 | 0.02 | 500,000 | 500,000 | 500,000 | 50,000 | 3,930 | 1,378 | 65.12% | 88.29% |
16/12/2020 | 14.57% | 0.06 | 0.08 | 370,000 | 37,000 | 369,703 | 187,065 | 33,746 | 22,331 | 98.72% | 98.72% |
15/12/2020 | 5.49% | 0.19 | 0.20 | 490,000 | 490,000 | 490,000 | 490,000 | 87,319 | 92,219 | 96.63% | 96.63% |
14/12/2020 | 8.57% | 0.15 | 0.16 | 500,000 | 500,000 | 500,000 | 500,000 | 77,930 | 84,899 | 97.65% | 97.65% |
11/12/2020 | 6.38% | 0.17 | 0.19 | 500,000 | 500,000 | 500,000 | 500,000 | 106,037 | 112,829 | 80.65% | 80.65% |
10/12/2020 | 6.96% | 0.16 | 0.17 | 500,000 | 500,000 | 500,000 | 500,000 | 70,486 | 75,486 | 95.46% | 95.46% |
09/12/2020 | 6.44% | 0.16 | 0.17 | 480,000 | 480,000 | 480,000 | 479,996 | 72,407 | 77,206 | 97.10% | 97.10% |
08/12/2020 | 3.49% | 0.22 | 0.23 | 460,000 | 460,000 | 460,000 | 460,000 | 132,669 | 137,269 | 94.98% | 94.98% |