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 | - | - |
17/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,847 | 250,000 | 1,000 | 3,750 | 99.65% | 99.65% |
16/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 993,960 | 250,000 | 994 | 3,750 | 99.83% | 99.83% |
15/12/2020 | 175.00% | 0.00 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 3,750 | 100.00% | 100.00% |
14/12/2020 | 174.39% | 0.00 | 0.02 | 1,000,000 | 250,000 | 999,778 | 250,000 | 1,058 | 3,755 | 100.00% | 100.00% |
11/12/2020 | 83.70% | 0.02 | 0.02 | 1,000,000 | 250,000 | 999,448 | 249,914 | 9,940 | 4,588 | 99.02% | 99.02% |
10/12/2020 | 19.95% | 0.02 | 0.02 | 1,000,000 | 250,000 | 999,250 | 250,000 | 23,684 | 7,176 | 100.00% | 100.00% |
09/12/2020 | 22.76% | 0.02 | 0.03 | 1,000,000 | 250,000 | 999,804 | 250,000 | 19,945 | 6,241 | 100.00% | 100.00% |
08/12/2020 | 92.28% | 0.02 | 0.02 | 1,000,000 | 250,000 | 976,071 | 250,000 | 9,388 | 4,711 | 96.87% | 96.87% |
07/12/2020 | 15.58% | 0.03 | 0.03 | 1,000,000 | 250,000 | 991,460 | 250,000 | 30,302 | 8,898 | 98.57% | 98.64% |