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 | - | - |
05/01/2021 | 2.82% | 0.41 | 0.42 | 100,000 | 100,000 | 99,999 | 99,921 | 35,542 | 36,514 | 100.00% | 100.00% |
04/01/2021 | 5.82% | 0.32 | 0.33 | 100,000 | 100,000 | 100,000 | 100,000 | 18,363 | 19,363 | 62.26% | 99.97% |
30/12/2020 | - | 0.31 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 96.91% |
29/12/2020 | - | 0.27 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
28/12/2020 | - | 0.24 | - | 100,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23/12/2020 | 1.84% | 0.45 | 0.51 | 100,000 | 100,000 | 100,000 | 99,842 | 53,895 | 54,806 | 76.26% | 99.99% |
22/12/2020 | 1.50% | 0.63 | 0.64 | 100,000 | 100,000 | 100,000 | 100,000 | 66,247 | 67,247 | 100.00% | 100.00% |
21/12/2020 | 1.20% | 0.80 | 0.81 | 100,000 | 100,000 | 99,993 | 99,982 | 83,436 | 84,425 | 100.00% | 100.00% |
18/12/2020 | 2.64% | 0.40 | 0.38 | 100,000 | 100,000 | 100,000 | 100,000 | 37,378 | 38,378 | 16.71% | 99.85% |