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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/01/2021 | - | 3.13 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.99% |
04/01/2021 | - | 3.12 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.98% |
30/12/2020 | - | 3.70 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
29/12/2020 | - | 3.68 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
28/12/2020 | - | 3.67 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
23/12/2020 | - | 3.28 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 83.99% |
22/12/2020 | - | 3.14 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.95% |
21/12/2020 | - | 2.63 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 99.72% |
18/12/2020 | 0.28% | 3.18 | 3.55 | 50,000 | 50,000 | 50,000 | 50,000 | 175,427 | 175,927 | 3.75% | 99.99% |
17/12/2020 | 0.28% | 3.47 | 3.48 | 50,000 | 50,000 | 50,000 | 50,000 | 175,959 | 176,459 | 100.00% | 100.00% |