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 | 1,000,000 | 250,000 | 1,000 | 3,750 | 99.65% | 99.65% |
16/12/2020 | 26.54% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,603 | 5,401 | 99.82% | 99.82% |
15/12/2020 | 18.31% | 0.03 | 0.03 | 1,000,000 | 250,000 | 999,968 | 250,000 | 25,026 | 7,507 | 100.00% | 100.00% |
14/12/2020 | 16.22% | 0.03 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 249,966 | 28,502 | 8,374 | 100.00% | 100.00% |
11/12/2020 | 9.93% | 0.04 | 0.05 | 1,000,000 | 250,000 | 970,259 | 349,895 | 46,755 | 19,120 | 99.02% | 99.02% |
10/12/2020 | 13.46% | 0.04 | 0.04 | 1,000,000 | 250,000 | 1,000,000 | 249,988 | 34,924 | 9,980 | 100.00% | 100.00% |
09/12/2020 | 12.83% | 0.04 | 0.05 | 1,000,000 | 250,000 | 1,000,000 | 250,538 | 36,641 | 10,437 | 100.00% | 100.00% |
08/12/2020 | 7.80% | 0.05 | 0.06 | 1,000,000 | 500,000 | 818,166 | 417,004 | 50,382 | 27,819 | 100.00% | 100.00% |
07/12/2020 | 7.46% | 0.07 | 0.07 | 850,000 | 425,000 | 789,136 | 404,353 | 50,937 | 28,130 | 98.97% | 98.97% |