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 | 46.54% | 0.02 | 0.04 | 50,000 | 50,000 | 50,000 | 50,000 | 1,456 | 2,277 | 100.00% | 100.00% |
17/12/2020 | 11.95% | 0.10 | 0.11 | 80,000 | 80,000 | 80,000 | 80,000 | 6,707 | 7,507 | 100.00% | 100.00% |
16/12/2020 | 110.88% | 0.02 | 0.04 | 80,000 | 80,000 | 80,000 | 80,000 | 1,028 | 3,520 | 100.00% | 100.00% |
15/12/2020 | 136.40% | 0.01 | 0.04 | 80,000 | 80,000 | 80,000 | 80,000 | 682 | 3,520 | 100.00% | 100.00% |
14/12/2020 | 45.66% | 0.01 | 0.04 | 80,000 | 80,000 | 80,000 | 80,000 | 2,415 | 3,649 | 98.56% | 98.56% |
11/12/2020 | 140.20% | 0.02 | 0.05 | 80,000 | 80,000 | 80,000 | 80,000 | 653 | 3,524 | 86.85% | 100.00% |
10/12/2020 | 159.18% | 0.01 | 0.04 | 80,000 | 80,000 | 80,000 | 80,000 | 400 | 3,520 | 15.35% | 98.94% |
09/12/2020 | 159.18% | 0.01 | 0.05 | 80,000 | 80,000 | 80,000 | 80,000 | 400 | 3,520 | 56.44% | 99.90% |
08/12/2020 | 159.21% | 0.01 | 0.04 | 80,000 | 80,000 | 80,000 | 80,000 | 400 | 3,522 | 16.89% | 100.00% |