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% | 99.76% |
17/12/2020 | - | - | 0.01 | 0 | 250,000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
16/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 250,000 | 999,879 | 250,000 | 1,000 | 2,750 | 93.09% | 99.98% |
15/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 2,750 | 20.86% | 99.95% |
14/12/2020 | 166.67% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 | 2,750 | 89.06% | 99.78% |
11/12/2020 | 166.52% | 0.00 | 0.01 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,006 | 2,752 | 100.00% | 100.00% |
10/12/2020 | 95.74% | 0.01 | 0.02 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,787 | 3,947 | 100.00% | 100.00% |
09/12/2020 | 32.82% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,808 | 8,952 | 99.99% | 99.99% |
08/12/2020 | 35.74% | 0.02 | 0.03 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,717 | 8,429 | 100.00% | 100.00% |