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 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.75% |
17/12/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
16/12/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
15/12/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
14/12/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 99.79% |
11/12/2020 | - | - | 0.01 | 0 | 200,000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
10/12/2020 | 66.67% | 0.01 | 0.01 | 600,000 | 200,000 | 600,000 | 200,000 | 6,000 | 4,000 | 2.76% | 100.00% |
09/12/2020 | 66.67% | 0.01 | 0.02 | 600,000 | 200,000 | 600,000 | 200,000 | 6,000 | 4,000 | 100.00% | 100.00% |
08/12/2020 | 61.07% | 0.01 | 0.02 | 600,000 | 200,000 | 600,000 | 200,000 | 7,260 | 4,420 | 100.00% | 100.00% |