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 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
17/12/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
16/12/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
15/12/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.94% |
14/12/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.81% |
11/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 2,750 | 98.25% | 100.00% |
10/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 2,750 | 100.00% | 100.00% |
09/12/2020 | 91.98% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,039 | 4,010 | 100.00% | 100.00% |
08/12/2020 | 81.81% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,605 | 4,401 | 100.00% | 100.00% |