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 | - | - | 0.02 | 0 | 120,000 | 0 | 0 | 0 | 0 | 0.00% | 98.26% |
17/12/2020 | - | - | 0.02 | 0 | 120,000 | 0 | 0 | 0 | 0 | 0.00% | 99.97% |
16/12/2020 | - | - | 0.02 | 0 | 120,000 | 0 | 0 | 0 | 0 | 0.00% | 99.99% |
15/12/2020 | - | - | 0.02 | 0 | 120,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
14/12/2020 | 120.00% | 0.01 | 0.02 | 120,000 | 120,000 | 120,000 | 120,000 | 600 | 2,400 | 2.83% | 100.00% |
11/12/2020 | 120.00% | 0.01 | 0.02 | 120,000 | 120,000 | 120,000 | 120,000 | 600 | 2,400 | 99.44% | 100.00% |
10/12/2020 | 81.18% | 0.01 | 0.02 | 120,000 | 120,000 | 120,000 | 120,000 | 1,037 | 2,400 | 100.00% | 100.00% |
09/12/2020 | 108.11% | 0.01 | 0.02 | 120,000 | 120,000 | 120,000 | 120,000 | 734 | 2,400 | 99.39% | 99.39% |
08/12/2020 | 57.01% | 0.01 | 0.02 | 120,000 | 120,000 | 120,000 | 120,000 | 1,548 | 2,748 | 99.19% | 99.19% |